Manager - Credit Risk - IFRS - SAS - BFS

Experience

Job Role:

- Looking for a candidate who has a good exposure in Credit Risk. Should have handled PD,LGD,ED models.

- Should have experience in Regulatory Reporting, Credit Risk Reporting, IFRS 9

- SAS (Base SAS / SAS EG) Mandatory

Should have hands on Basel

To be successful in the team, you should meet the following requirements:

- Have an understanding of risk analytics and credit risk modelling

- Programming experience (SAS, SQL)

- Comfortable to perform data mining activities (for ECL driver analysis)

- IFRS 9 and Regulatory reporting experience

- IFRS 9 subject-matter and technical skills, with ability to:

i. to manipulate large data sets on analytics platforms like SAS,

ii. build tactical VBA or spreadsheet-based tools for analysis and

iii. present to senior stakeholdersStrong IFRS 9 subject-matter, business knowledge and technology sense Strong written / verbal communication skills

- Review Group/regional/business demands for methodology/policy changes and assess impacts

- Provide business performance benchmark reports

- Review credit mitigation measures applied to reduce ECL

Qualification:

- University graduate in Finance, Computer Science or numerated related disciplines

- Some experience in management and keen to develop this dimension. Can demonstrate team building and leadership

achievements.

- Very good presentation skills to brief senior management on topics or summarize key information

- Good relationship skills with customers, especially under period of pressure

- Knowledge on trading business & products, risk methodology and regulatory framework.

- Experience in analytical reporting, e.g. explain of a quantity by breaking down its input variables

- Able to understand and document processes using data flow diagrams

- Good level of understanding of Excel & Access (VBA level), PowerPoint and MS Word

- Experience of 5+ years