Head, Risk Portfolio Management

An exciting Head, Risk Portfolio Management job has just become available at one of the most respected banks based in Kuala Lumpur. Reporting directly to the Chief Risk Officer, this is a role for a risk professional who is keen to take up a leadership role in a dynamic team.

About the Head, Risk Portfolio Management Role:
You will manage a team of analysts to develop, implement and maintain quantitative models/scorecards and systems to assess the default likelihood, recovery expectations and volatility for different segments of the bank’s retail and/or wholesale portfolios.

Key Responsibilities:

• Develop, implement and maintain credit rating models and scorecards for the measurement and management of credit risk of the bank’s retail and/or wholesale portfolios
• Develop in-depth knowledge and expertise in rating methodologies
• Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments
• Monitor, back test and report performance of the models
• Work closely with independent model validators to ensure adherence to the governance framework and validation standards for model deployment and ensure timely closure of validation issues

To succeed in this Head, Risk Portfolio Management job, you will need to contribute towards an anticipatory approach to risk assessment by highlighting issues through good stakeholder communication.

Key Requirements:

• Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering, etc.) with a clear ability for handling data and performing quantitative analysis
• At least 10 years of experience in the development of quantitative credit risk models/scorecards
• Strong statistical and risk modelling skills and knowledge in SAS and/or SQL
• Excellent conceptual, analytical and communication skills

This bank needs no introduction and is recognised as a leader in their field of expertise. The firm is very focused on developing and training their people to the highest standards.

If you are driven, determined and want to take the next step in your career, this is the role for you. Great career progression opportunities await the right person in this Head, Risk Portfolio Management job.

Apply today or contact me to discuss this new opportunity.

Do note that we will only be in touch if your application is shortlisted.

Agensi Pekerjaan Robert Walters Sdn Bhd
Business Registration Number : 729828-T
Licence Number : JTKSM 423C