VP - Credit Portfolio Analytics Officer
Broadgate is currently partnered with a leading global bank who are looking for a VP Portfolio Analytics Officer to join their team.
This position sits within the convergence risk team who manage the potential losses and vulnerabilities that can occur when credit, market and operational risk sectors intersect. This team focuses on a number of key initiatives related to collateralized financings in derivative and securities financing transactions "DSFTs", including collateral limit frameworks, portfolio management, analysis of collateral, and other key strategic projects.
Locations: Manhattan, NY or Tampa, FL (hybrid working)
Salary: up to $160,000 for New York & up to $130,000 for Tampa
- Support model sponsorship and model development as well as ongoing model management for a broad range of capital markets and wholesale models.
- Enhance, maintain and design new and existing portfolio views of collateral that can be used as early indicators to ensure the Firm is aware of potential risks and mitigants as appropriate.
- Analyze collateral data to determine key areas of Risks and prepare effective presentations/reporting of those key areas of risk.
- Support Regulatory, Board and Senior Management requests regarding DSFT risk management at the Firm
- Liaise with Business, Treasury, other Risk areas, Legal, etc. on DSFT management.
- Present DSFT portfolio reviews to key business and risk committees/forums
- Own contingent collateral framework technology and continue to expand upon the framework to manage collateral concentrations.
- Provide market research including economic and financial market analysis relating to securities collateral
- 3-6 years of experience and an understanding of markets and the financial services sector
- Understanding of market risks including rates, spreads, FX, equity and commodity price risk
- Understanding of credit risk and counterparty credit risk concepts
- Advanced interpersonal and communication skills across 1st and 2nd line of defense
- Advanced user of MS Office, especially Excel and PowerPoint and working knowledge of Bloomberg
- Programming skills (Python and/or R preferred)
- Ability to analyze and present big data
- Enjoy working with others in a team atmosphere
- Prefer fast paced working environment
- Ability to learn new concepts and techniques quickly
- Ability to work independently and multi-task, with a strong attention to detail
- Flexibility to work additional hours on an as-needed basis to meet deadline
- Strong problem solving skills
If of interest, please do apply or feel free to reach out to me directly at