AddressWholesale credit Risk- AVP
- Lead the delivery of end-to-end stress testing results (regulatory as well as internal) pertaining to counterparty Credit Risk (CCR) using exceptional and in-depth analysis.
- Coordination with multiple teams to ensure Stress scenarios and model inputs are appropriately fed in the risk engines, analyzing results, identifying key risk drivers, and recommending management actions on stressed results thereby supporting effective decision making.
- Main point of contact in WCRM for stress testing questions coming from local country teams, regions, other Group teams and regulators
- In depth knowledge of IFRS9 impairments framework and associated expected credit loss provisioning. Knowledge of Credit Risk metrics like PD, LGD, EAD, ECL, RWAs is mandatory.
- Excellent written and verbal communication skills. Able to independently present results, negotiate and work effectively with senior business and stakeholders across business divisions and geographies.
- Constantly involved in seeking areas of improvement, gaining better process efficiency between teams in the stress testing ecosystem and avoiding task redundancy
- Guiding, mentoring, and assisting team members ensuring all deliverables are of high quality and delivered on time.
Qualifications - External:
What you will need to succeed in the role:
Background:
- University degree and/or post graduate qualification with a relevant quantitative content.
- More than 6 years of relevant experience in Banking Risk Management, specifically in Wholesale Credit Risk.
Technical skills:
- Technical skills like SAS and SQL are a must.
- Knowledge on Tableau and Python is an added plus.
