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Job Description
-Reviews and revises policies and procedures for the management of market, liquidity, interest rate, strategic and reputational risks by developing and/or enhancing models for measuring and quantifying various risks.
-Evolves and helps apply the applied credit grading model and obligor grading and facility grading methodology to ensure compliance with Basel’s IRB requirement.
-Assists in establishing appropriate measurement tools and tolerance levels in line with regulatory and prudential norms.
-Analyses credit portfolio periodically and reports the internal credit risk limits and exposure levels to the Executive Management along with recommendations for adherence to stipulated tolerance limits.
-Ensures the Following :
- Economic capital for various risks is accurately calculated
- Stress Tests are conducted accurately and as required
- Calibrating probability of default in order to develop LGD database.
- Calculating the Credit VaR / Unexpected loss of the Credit Portfolio.
-Monitor various risk limits relating to liquidity, interest rate, market risk etc., and prepares/checks the various daily/monthly/quarterly/half yearly risk reports
Skills
-Good risk management & avoidance of loss, fraud etc
-Compliance with risk policy
-Successful reporting to internal and external stakeholders .
-Risk policies in line with overall CBK frameworks.
-Successful relationships with users on risk issues.
Education
Finance. CFA, CRC, RMA, CCRA, FRM, PRM preferred