Vice President / Assistant Vice President, Group Risk (Risk Analytics)

Overview

Oversee portfolio risk, develop and monitor models, perform analysis and reporting.

Key Responsibilities

• valuations
• risk modelling
• stress testing
• technology architecture
• market monitoring
• policy review

Tasks

The incumbent, working within the Group Risk team, will have broad responsibilities in managing the portfolio risks arising from our financing and distribution activities. He / She should have a strong risk mindset to ensure adherence to the risk culture of “no surprises” within the Company. -Engage with auditors as and when required. -Perform valuations of individual credits by applying appropriate and intuitive methodologies. This includes review of model parameters and assumptions to ensure the continuing relevance of valuations; -Analyse market risk elements such as interest rate risk and FX risk, in particular relating to the fair value portfolio; -Measure and analyse the risks (including concentration risk) of the portfolio through the computation of relevant risk measures (e.g. expected credit losses). This includes having oversight of existing risk models to ensure that are performing up to expectations through active monitoring of risk models and review of assumptions; -Assist in the continuous improvement of the firm’s technology architecture through the Technology Transformation process; -Participate in the new product approval process to ensure that risks arising from new business developments are adequately managed; -Monitor financial markets and world events to assess the potential impact on the portfolio and to take necessary remedial actions, when required; -Analysis of the portfolio to provide the Board / senior management with necessary insights on potential vulnerabilities and risks. This includes performing stress testing and reverse stress testing and the interpretation of the results; -Ownership and continuous review of risk policies to ensure they remain relevant and align with risk principles within the firm; -Development of new risk models / redevelopment of existing models (e.g. IFRS 9 PD models, LGD models, etc) to cater to the evolving portfolio composition (new products, geographies, industries, business growth areas, etc);

Requirements

• analytical
• computational finance
• r-script
• databases
• communication
• 5 years

What You Bring

-Strong analytical skills with an aptitude towards numerical analysis; -Degree in Computational Finance, Business Statistics, Actuarial Science, Finance / Economics or a related subject; -Good communication skills (both written and verbal); -Comfortable with the handling and analysis of large databases; -Some knowledge in programming e.g. R-script; -A strong team player with the ability to demonstrate initiative and work well with minimal supervision and within tight timeframes. -Minimum 5 years of relevant experience in risk management and / or in a quantitative role;

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About Clifford Capital

-A leading provider of financing solutions for infrastructure projects and asset-based ventures. -Deep expertise in supporting large-scale projects across various industries, including energy, transport, and marine. -Partners with both public and private sector clients to deliver bespoke financing solutions tailored to complex needs. -Focus spans critical infrastructure, from energy and utilities to transport, with a strong track record in asset-backed financing. -Leverages its global network and industry expertise to structure deals that provide flexible, sustainable financial solutions. -Standout projects include financing for energy plants, transport systems, and marine infrastructure that shape economies and communities worldwide.

Sector Specialisms