Portfolio Risk Manager
On-siteAsir, Fars Province, Islamic Republic of Iran
Job Summary
Develop a global, forward-looking view of the portfolio by leveraging multiple risk metrics and techniques while integrating analytics with stress testing frameworks. Analyze the firm's portfolio across dimensions such as rating, sector, and product to develop risk appetite and concentration limits. Systematically identify, measure, and monitor material risk concentrations, then undertake risk-return assessments using economic and stress capital models for portfolio optimization. Design and maintain interactive dashboards in Power BI utilizing Python and machine learning to produce intelligence for senior management. Summarize findings through well-articulated presentations to the Chief Risk Officer and risk committees. Foster collaboration across risk, front office, and audit teams while implementing governance controls for team processes.
Required Qualifications
- 8+ years of experience in core risk management roles
- 5+ years of experience in Portfolio Risk Management
- strong exposure to both loans and derivatives
- Experience of markets and financial products across major asset classes (FX, Credit, Equities, Rates, Loans) and their correlations
- A Background in risk measurement techniques and metrics across risk types (Market, Credit, etc.) such as stress testing, economic loss models (IRC style), PFE, CVA, RWA, JTD etc
- experience in non-financial risks (Operational Risk)
- Master's degree or equivalent qualification in Finance, Economics, Risk Management, Quantitative Finance, Mathematics, Statistics, Engineering, or related discipline
- Professional certifications such as FRM, CQF, or CFA
- Excellent analytical, quantitative, and problem-solving skills
- ability to interpret and drill-down into complex portfolio risk metrics
- Proficiency in Python for data manipulation, Extract, transform, and load (ETL) processes, and model development for data analysis and visualization tools
- Working knowledge of Power BI and SQL
- familiarity with Power Query and M language
- Experience in Alteryx and Machine Learning
Desired Qualifications
- Experience in mortgage/securitized products, leveraged loans etc.
- concentration management
- risk mitigation techniques (Credit Insurance)
- portfolio RWA/capital optimization
- Entrepreneurial mindset with ability to break down silos
- a proven track record in stakeholder management and cross-functional collaboration
- ability to work effectively under pressure in a fast-paced environment
- a high degree of engagement with senior management
- Exceptional interpersonal, verbal and written communication skills
- proven ability to conduct presentations to senior management, including those with non-risk backgrounds
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