Job Summary
Build and maintain strong risk review process with insightful, reliable and consistent information to support fact-based decisions. Strong analytical mindset with good understanding of regulations relating to Capital Adequacy, Liquidity, Pillar 2 etc. Well versed with handling large volumes of data and has the ability to code in either Python and R to develop tools as small work related enhancements
Key Accountabilities
Develop and maintain comprehensive risk database covering all on and off-balance sheet transactions on a bank-wide basis
Analyse the Bank’s credit portfolio and providing monthly and quarterly risk performance, portfolio diversification reports of bank’s lending portfolios
Researching and introducing reports with a sector or unit specific focus
Identify Key Portfolio Cuts & Indicators, materially improve quality & timeliness of production & analysis.
Review accounts by analysing past due reports, and assess performance of NPL accounts
Tracking and monitoring of key parameters for the Risk Appetite Framework
Meet the regulatory deadlines with timely preparation of ICAAP/ Capital Plan and Recovery Plan
Carry out Stress testing of the portfolios, and analysing key exposures
Other Accountabilities
Expected credit loss – Management of the Bank’s ECL model to meet QCB requirements (including reporting)
Responding to requests for data and information from internal and external clients Collation, production and analysis of all portfolio management reports.
Involvement in data collection and post review of data collection methodologies and use of tools such as Python and R to facilitate work related enhancements.
Prepare accurate information for Business, External/ Internal auditors, Compliance function
Familiarity with regulations especially regulatory capital, Basel IV, liquidity and stress testing
Capability to develop models for PD, LGD, CCF and macro-economic model validation
Key Interactions
Competencies
Budgets/Cost Control
Customer Focus
Customer Service
Global Perspective
Hiring
Job Knowledge
Leadership
Managing Conflict
Managing Diversity
Managing for Results
Managing Performance
Negotiation Skills
People Development
People Management
Risk Management
Skills
Ability to interact with internal and external stakeholders