Portfolio Risk Manger (Excel, VBA skills req)
Ideally candidates will have FRM/CFA qualifications and will have at least 3 years relevant experience in a similar position.
As the Bank is going through a transition, it is of paramount importance that the right candidate can bring strong and high tuned Excel/VBA skills as the current systems are predominantly manual at present.
You will be working directly alongside the Head of Portfolio Risk which will offer you a unique exposure to all elements of Portfolio Risk Management, and your responsibilities in brief will include:
- Developing and monitoring key risk indicators
- Assess and interpret complex quantitative MI to senior stakeholders
- Coordinate stress testing on the portfolio on an ongoing basis
- Provide independent research and development of models and analytical tools to support and enhance the risk function
- Assist the Head of Portfolio Risk as needed and step in if required in his absence
***Being fluent in French would also be highly desirable but is not a must have***
If you believe you have the required experience and the relevant qualifications, then please don't hesitate to contact me to discuss this role in further details.
Morgan McKinley is acting as an Employment Agency in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.