Senior Manager, Credit Portfolio Management
Trafigura · Geneva
Main purpose
- Work at the intersection of credit, trade finance, operations, structured finance and technology.
- Perform portfolio analytics covering standard MI & reporting to advance analytics on MTM calculation, stress testing and sensitivity analysis
- Act as functional owner and manage stakeholders for the inhouse credit risk system used across the organization with functions such as exposure calculation, limit monitoring, reporting and other related functions
Key responsibilities
- Translate business requirements into a prioritised system roadmap, working closely with IT, developers and the wider credit team.
- Manage the credit risk data model, integrating data from relevant source systems, cleaning and transforming and integrating into a reporting tool.
- Enhance credit risk reporting functionality including a flexible and powerful reporting tool.
- Credit modeling includes integration of financial, transaction and non-traditional data to highlight early warnings
- Credit portfolio management, including assessment and management of concentration risks.
- Development of methodology and implementation for credit modeling including EPE, PFE, stress testing and sensitivity analysis.
Required qualifications
- Minimum ~8-10 years’ experience in Credit risk analysis and data.
- Deep understanding and experience of sourcing high volume data for credit risk management across multiple systems and processes.
- Deep understanding of data visualization and risk reporting in credit risk management
- Strong experience of credit risk modeling, including sensitivity analysis and stress testing
- Experience of commodities trade flows and associated credit risk would be advantageous.
Preferred qualifications
- Master’s degree in finance, Economics, Engineering, Mathematics or a related quantitative discipline.
- CFA, FRM, PRM or equivalent credentials are preferred.
- Additional experience in programming and managing credit system.
Attributes for success
- Combination of expertise in Credit Risk, Commercial, and technology
Department overview
It’s a global team, reporting directly to the Head of Credit Portfolio Management
Equal opportunity employer
We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.