Portfolio Management and Risk Reporting Analyst

08 May 2024

Vacancy expired!

Quantitative data analysis for the purpose of developing complex risk reports that contribute towards improved reporting, portfolio analytics, risk decision making, appetite setting, stress testing and concentration risk management within Core Investment Banking (CIB). Key Responsibilities:Quantitative analysis and portfolio risk managementThrough statistical analysis of relevant data sets, apply insights to broad set of portfolio management applications including, but not limited to, risk appetite setting, concentration risk management, stress testing, portfolio analytics and reporting. Based on risk management and business requirements, identify, source and store relevant data.  Where relevant, resolve data quality issues to facilitate maintenance of accurate risk data.Analyse CIB portfolio to identify key risks and opportunitiesIncorporate information on risk appetite, business strategy and available financial resources.Identify portfolio concentrations at a country, sector, sub-sector and customer level.Change managementSupport execution of improvement initiatives within PMRR and in related areas across the CIB Risk function. This includes automation of manual processes / process optimisation across multiple platforms and mechanisms, using technology, machine learning and digitisation. Develop supporting documentation, as required.Compile a variety of high-quality risk reports for SBG management committees ​​​​​​​Deliver complex risk reports in an accurate and consistent fashion.Demonstrate an ability to highlight key points for management action/ intervention.Support both CIB Risk and Group Risk Committees

  • ID: #49887801
  • State: South Carolina Johannesburg 00000 Johannesburg USA
  • City: Johannesburg
  • Salary: USD TBD TBD
  • Job type: Full-time
  • Showed: 2023-05-08
  • Deadline: 2023-07-07
  • Category: Et cetera