Portfolio Risk Analyst at The Concept Group

About the Role

The Portfolio Risk Analyst examines and analyzes the mix of company loan product activities, with the purpose of making decisions that are expected to improve overall return. This role is primarily tasked with conducting detailed portfolio analysis and reports on loan and lease portfolios to anticipate, identify, and mitigate credit risk exposure related to portfolio management activities within the organization.

Key Responsibilities

• Conduct detailed portfolio analysis and risk reports on loan and lease portfolios
• Analyze transactional risk measures including defaults, correlations, and stress losses to enhance concentration risk views
• Estimate the probability of defaults and loss given default to validate risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management
• Identify adjustments required to risk parameters (PD, LGD, EAD/CCF)
• Analyze and monitor the company's lease portfolio
• Assess all other credit risks and make corresponding recommendations
• Conduct periodic quantitative and qualitative analyses of the loan portfolio based on sector concentration, volume concentration, product concentration, and other relevant factors
• Determine risks and opportunities within credit portfolio processes and strategy
• Create comprehensive reports on portfolio analysis and risk assessments for presentation to senior management
• Oversee the credit collection unit to ensure appropriate debt collection procedures
• Monitor and record all payment data accurately
• Perform analysis on collected data and provide corresponding reports
• Provide risk management analysis on business portfolio and research into business expertise areas