Job description:

• 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.

 How to apply:

Interested candidates are requested to submit: 

• CV to e-mail ;
• Put  “Senior Risk Analyst” in the subject line;
• CVs should be sent by December 24, 2022.