Portfolio Risk Manager - VP

A leading global financial institution is looking to bring on a VP level candidate to their Portfolio Risk team.

This person will be responsible for analyzing the firm's overall portfolio risk using different risk metrics and stress tests, monitor large risk concentration across the portfolio, evaluate the risk versus return on the portfolio and recommend ways to reduce risk through scenario analysis and stress testing. This role will also be responsible for communicating risk findings to senior management. Oversee governance, controls, and documentation supporting portfolio risk frameworks, methodologies, and risk models. This person will join a relatively lean team and have exposure to senior management and business decision makers offering significant influence on the business.

This hire will have at least 5 years of experience in Portfolio Risk Management with a strong knowledge of loans and derivatives.

Responsibilities:

• Analyze the firm's overall portfolio risk using various risk metrics and stress tests and other risk frameworks
• Monitor portfolio and ensure the company is not over-exposed in any specific area
• Communicate risk report findings to senior leadership
• Oversee governance for team processes and frameworks

Qualifications:

• 5+ years of experience in Portfolio Risk Management or Credit Portfolio Management
• Strong knowledge and understanding of mortgage/securitized products
• Knowledge of various market and credit risk metrics such as stress testing and economic loss models: PFE, CVA, RWA
• Exposure to loans and derivatives
• Working ability in python and SQL