Portfolio Risk Analyst
About The Position
The Portfolio Risk Analyst provides quantitative and reporting support for the enterprise risk appetite framework and serves as the primary risk appetite reporting and analytics resource on the Portfolio Risk & Analytics team. The role translates high-level risk appetite and risk category statements into measurable key risk indicators, early warning indicators, thresholds, and limits; develops risk appetite reporting; analyzes performance relative to appetite; and supports consistent data definitions, calculation methodologies, and data quality across enterprise risk metrics. The analyst maintains risk appetite metrics and their documentation, supports the design and calibration of limits and thresholds, and monitors whether metrics remain relevant and effective. The role develops recurring dashboards, reports, and analysis for the Chief Risk Officer, management risk committees, and Board and committee materials. It also monitors exceptions, coordinates with risk owners on commentary and remediation, conducts quantitative analysis, promotes data quality, and provides analytical support for portfolio risk assessments, credit risk reporting, allowance for credit losses activities, and regulatory examinations and reporting.
Requirements
- Bachelor's degree in Finance, Economics, Mathematics, Statistics, Data Analytics, Risk Management, or another related quantitative field.
- 1–3 years of risk management, portfolio analytics, financial analysis, finance, banking, or related quantitative experience.
- Strong finance and quantitative foundation, including the ability to analyze risk appetite metrics, key risk indicators, early warning indicators, thresholds, and limits.
- Experience with risk, portfolio analytics, financial analysis, or enterprise risk reporting.
- Familiarity with data and analytics tools such as SQL, Excel, BI tools, or GRC solutions.
- Ability to perform trend, variance, breach, back-testing, scenario, and sensitivity analysis.
- Knowledge of data governance practices, including metric definitions, data lineage, calculation methodologies, controls, and data quality.
- Ability to translate technical analysis into concise, business-ready commentary for management, risk committees, and Board audiences.
Nice To Haves
- Financial Risk Manager (FRM), Professional Risk Manager (PRM), or Certified Enterprise Risk Professional (CERP) certification preferred.
- Python or R experience is a plus.
Responsibilities
- Maintain a structured catalog of risk appetite metrics organized by risk category and level.
- Document and maintain metric definitions, data sources, calculation methodologies, and escalation requirements.
- Translate risk appetite and risk category statements into measurable key risk indicators, early warning indicators, thresholds, and limits.
- Support the design, calibration, and refinement of risk appetite limits and thresholds in alignment with the Enterprise Risk Management framework.
- Monitor the relevance and effectiveness of risk appetite metrics and recommend enhancements.
- Develop and maintain risk appetite dashboards and reports showing performance relative to limits, thresholds, early warning indicators, and breaches.
- Produce recurring reporting and analysis for Chief Risk Officer updates, management risk committees, and Board and committee materials.
- Validate reporting outputs, investigate data or calculation exceptions, and improve the consistency, clarity, and efficiency of reporting.
- Monitor risk metrics and identify limit, threshold, or early warning indicator exceptions for escalation.
- Coordinate with risk owners and business partners to obtain commentary, management actions, and remediation updates.
- Perform trend, variance, and breach analysis and provide concise commentary on factors driving movement relative to risk appetite.
- Support back-testing and scenario and sensitivity analysis for key risk appetite metrics, thresholds, and limits.
- Apply data quality controls and partner with data owners and technology teams to promote data quality, consistency, completeness, and timely availability of enterprise risk metrics.
- Provide analytical support for portfolio risk assessments, credit risk reporting, allowance for credit losses activities, and related regulatory examinations and reporting.
- Translate quantitative analysis into clear, business-ready insights for management and governance audiences.
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
