Senior Manager, Credit Portfolio Management

About the role

Trafigura is looking for a Senior Manager, Credit Portfolio Management in Geneva. The role sits at the intersection of credit, trade finance, operations, structured finance and technology. It covers portfolio analytics for standard MI and reporting, advanced analytics on MTM calculation, stress testing and sensitivity analysis, and acts as functional owner of the in-house credit risk system used across the organization.

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 source systems, cleaning and transforming it and feeding it into a reporting tool.
• Enhance credit risk reporting functionality with a flexible and powerful reporting tool.
• Integrate financial, transaction and non-traditional data into credit modeling to highlight early warnings.
• Manage credit portfolio concentration risks.
• Develop methodologies and implement credit modeling, including EPE, PFE, stress testing and sensitivity analysis.

Required profile

• Minimum of about 8-10 years' experience in credit risk analysis and data.
• Deep understanding of sourcing high-volume data for credit risk across multiple systems and processes.
• Strong experience of credit risk modeling, including sensitivity analysis and stress testing.
• Experience with commodities trade flows and their associated credit risk is advantageous.
• Preferred: Master's degree in finance, economics, engineering, mathematics or a related quantitative discipline; CFA, FRM, PRM or equivalent credentials preferred.

Required skills

• Data visualization and risk reporting in credit risk.
• SQL and Python expertise.
• Programming and managing credit systems is an additional advantage.