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The team will consist of three people - The Portfolio Analytics lead will be supported by two resources, one more junior resource in Powai (Associate level) and an experienced Credit Analyst in London (VP level).
The PAT lead will leverage SMEs within Risk and the FO - This is central to the LI Framework. However, given the breadth of SMEs and products/markets covered, it requires a core group to execute this with the appropriate experience to assess the value/relevance of the feedback/knowledge and to properly synthesise the materials. The group has been sized to allow for the right market and credit risk backgrounds, cover in the event of absence and junior support to build the framework and do the data-mining.
Key objectives critical to success:
The primary responsibility is to implement and manage the Leading Indicator (LI) Framework to enable the risk management of the RO portfolio of assets. To do so, the role requires that the officer concerned:
Remains current on the direction and evolution of the risk factors impacting the RO portfolio of assets by:
Maintaining a dialogue with all relevant SMEs
Reviewing and monitoring publicly available commentary, research and analysis as it relates to economic, political, geo-political factors that might impact the RO portfolio
Remaining current on the composition of the RO portfolio, taking into consideration the approved RO Tail Risk measure
Identifies monitors and reports on themes, trends and specific events that might impact the RO portfolio.
Develops and maintains a process to back test the LI Framework and implement lessons learned
Applies the output of the backtesting and lessons learned to continually develop the LI Framework
Implements, distributes and maintains the production of an (at least) weekly LI dashboar
Implements, distributes and maintains the (at least) fortnightly digest of SME views and other pertinent inputs for consumption by the Global Portfolio Committee (GPC) and Key Transaction Committees
Ensures the PAT has access to the appropriate data, infrastructure and SMEs
Documents and maintains the appropriate set of governing procedures / provides training and guidance as required
Skills, experience, qualifications and knowledge required:
Supports the implementation of a leading indicator backtesting and lessons learned framework
Engage with SMEs across risk and the business to tease out specific themes, trends and relevant factors
Gathers, interprets and synthesizes timely tail risk information to select senior managers and governing committees
Supports the production of the weekly LI (Leading Indicator) dashboard
Produces the fortnightly digest of SME views and Inputs for the LI committee
Supports the risk origination lead in the production of committee materials, risk commentary, and the effective execution of relevant governance forums
Functions as a global team player able to act as an alternate for the Risk Origination lead and interact with senior management as their deputy / alternate when needed
Abilities in MI generation, risk management, data mining, information production desirable