Enhancement of framework for
effective measurement of Credit Portfolio across the Group and associated
models/processes;
Provide requirements and
inputs, particularly with regard to credit risk recognition, measurement
and its reporting as part of the core team for implementation of key
credit risk (e.g. Credit Management framework, IFRS 9 impairment);
Develop and enhance the Market
risk and Liquidity risk management frameworks;
Support in enhancement and
development of group companies internal stress test financial models;
Enhancement of retail
provision models, SME provision models, mortgage provision model and other
credit portfolio models;
Enhancements to the Credit
Measurement Framework; which include rating models (PD) and LGD/ EAD
measurement as well as their timely calibration;
Enhancement of retail
provision models, SME provision models, mortgage provision model and other
credit portfolio models;
Development of risk models and
tools for measurement of market risk of group banks’ trading and banking
book;
Assessment of the Bank’s
Liquidity Risk Management framework, including identifying the key
liquidity and funding risks to which the group companies are exposed;
Support group companies with
development of ICAAP models;
Draw up recommendations and
pro-actively advise management on preventive and corrective actions in
order to prevent and mitigate financial risks;
Train and coach involved
parties, ensuring understanding, adoption, awareness, and proper
implementation of policies, procedures and advise in the field;
Serve as a resource to
internal and external stakeholders in the resolution of risk management
issues and queries;
Support Group Risk Director in
carrying out other responsibilities relevant to the job role;
Namizədə tələblər
At least Bachelor degree in
Finance/Banking and related fields;
At least 5 years of relevant
industry experience;
Strong communication,
negotiation skills and problem solving skills;
Strong analytical thinking and
good statistics knowledge;
Advanced knowledge of MS Office (Excel,
PowerPoint);
Knowledge of data
science/analytics tools such as R, Python, or Tableau is advantage;
FRM or CFA certification is an
advantage;
Experience working with IFRS
tools such as scorecards and ratings models for business and retail loans
based on Moody’s rating methodology is advantage;
Bizi izləməyi unutma
