Portfolio Risk Analyst

Role: Portfolio Risk Analyst

Location: Abu Dhabi

Role purpose:

This is a Risk Analyst role within Enterprise Risk Management and the following skill sets are essential for success in this position:

• Data analysis and visualization.
• Assist in preparing risk dashboards and risk reports.
• Support data reconciliation and validation tasks to ensure data integrity.
• Conduct ongoing monitoring of deployed scorecards and models to assess performance.
• Assist in data cleaning and preparation for analysis to improve data quality.
• Create Excel-based reports and implemented automation to streamline reporting processes.

Key accountabilities of the role:

• Conduct regular monitoring of deployed credit risk scorecards (application behavioral).
• Track performance metrics of models.
• Prepare and maintain risk dashboards and monthly performance reports.
• Automate reporting processes using Excel SAS or Python.
• Perform data cleaning transformation and exploratory analysis.
• Validate input data used in scorecard monitoring and ensure consistency across systems.
• Support reconciliation between source systems and reporting platforms.
• Develop and maintain automated scripts for scorecard monitoring and reporting.
• Identify opportunities to streamline manual processes and improve efficiency.
• Ensure documentation and audit trails are maintained for all monitoring activities.
• Maintain documentation for scorecards and models including development validation and monitoring reports.
• Ensure compliance with internal model governance and regulatory standards.
• Liaise with credit risk compliance and IT teams to align data and reporting needs.
• Perform deep-dive analysis on specific risk events or portfolio segments.

Functional skills:

• Understanding scorecard / model performance metrics (e.g. KS GINI PSI CSI).
• Familiarity with application and behavior score models and predictive modeling concepts.
• Knowledge of credit risk metrics: credit score dashboards risk segmentation approval / rejection rates default rates and delinquency rates (30/60/90 days).

Soft Skills:

• Ability to present findings clearly.
• Working with risk teams data teams and IT.
• Handling recurring reporting tasks efficiently.
• Strong communication skills with the ability to present findings clearly and effectively to stakeholders.

IT skills set:

• SQL: Writing queries to extract join and manipulate data from databases.
• Excel (Advanced): VBA macros pivot tables charts conditional formatting and dashboard creation.
• SAS / R / Python: For statistical analysis model monitoring and automation.
• Excel Charts & Conditional Formatting: For quick visual insights.

Education and experience:

• Experience: 2 4 years of professional experience in Credit Risk Management preferably within the banking or financial services sector.
• Education: Bachelors degree in finance Economics or a related field.
• Certifications: Professional certifications such as CFA and FRM are preferred.