Manager - Portfolio Management Analytics

Purpose of Department:

Portfolio Analysis involves analysing the existing portfolio data, trends, early warning tools, etc. in order to provide actionable portfolio risk/profitability insights to the senior management.

Job Description - 

- Work extensively in an integrated team environment to support deal origination

- Support the frontline (Global Banking & Commercial Banking) bankers in the origination of credit and lending transactions to model complex structures correctly in pricing system

- Perform detailed analysis on origination pricing data to prepare reports providing insights about pricing trends, methodology etc.

- Work on expanding various aspects of the analytics platform including the design (interface, inputs, outputs, layouts etc.) and calculations (RWA, Economic Profit, Return on RWA, Expected Loss, Operating Expenses etc.)

- Carrying out impact analyses of new methodologies and driving them through the relevant approval processes

- Continuously strive to increase competency and subject matter expertise. Develop & build strong understanding of key risk metrics - such as Expected Loss, Risk Weighted Assets, Exposure at Default, Probability of Default, Credit Risk Rating and Loss Given Default

- Develop in depth understanding of the pricing mechanism, pricing tool and the drivers of the risk exposures.

Skills/Experience required:

- 3 to 9 years of relevant work experience is preferred

- Graduate level qualification in any of these disciplines (B.E/B.Tech/BBA/BBM/B.com/B.Sc). Post Graduate in Finance from a reputed institute is preferable

- Good understanding of corporate finance, banking and associated Bank book products & trading-book products

- Competency in Microsoft office applications, especially MS Excel, Power-point presentations

- Additional capability to understand and interpret SQL/SAS or database queries will be preferred

- Excellent communications - written and verbal and interpersonal / team skills

- Experience and ability to operate in a global setting / interact with Business Partners and Senior Management