Credit Portfolio Reporting Analyst, Risk Portfolio Management
RPM comprises a range of functions primarily focused on credit portfolio management within OCBC Group. These include:
- Assess risk / opportunities in the context of risk appetite & macro conditions.
- Analyse portfolio performance. Identify trends & drivers, draw insights & develop recommendations.
- Manage risk measurement framework such as scorecards & rating models, RWA approach, risk data & systems infrastructure, policy & processes. These are used in underwriting, limits, early warning, capital & provision level assessments.
- Manage portfolio dashboards / reports to stakeholders.
We have opportunities for ambitious analysts in the areas of credit portfolio reporting and analytics.
These include participating in the:
- Enhancements in data coverage, data quality, speed and accuracy in producing our credit portfolio management reports, via automation and adherence to best practices in data management
- Enhancements of our credit portfolio regulatory reports, incorporating regulatory rule changes, and managing the regulatory treatment for RWA optimisation across the respective supervisors in our core markets
- Extraction of insights regarding the credit portfolio quality from the management and regulatory reports, and providing leading indictors to developments in the operating environment
- Upskilling the team and our toolkits to improve report production, report design and report communication to be tailored to the various recipients
We are looking for an analyst with 2-5 years of banking and finance experience preferably in the areas described above.
The following would be an advantage:
- Relevant experience with in data management, management report design, and process automation
- Understanding of credit portfolio models (IRB, stress test, ECL, Ecap, etc.)
- Understanding of Basel rules, FRS regulations, and credit products
- Strong analytics and quantitative background, coupled with communication and stakeholder management skills
- Independent, creative and pro-active problem-solving mindset
- Strong in programming languages (e.g. SAS, SQL, Python)