Job responsibilities
- Portfolio management - portfolio monitoring and reporting at the Legal Entity & Line of Business (Commercial & Investment Bank; Private Bank) level, including at legal entity risk committees and to senior management to provide regulatory updates
- Implementation of appropriate risk measures to capture and quantify credit exposures at portfolio level
- Risk Appetite & portfolio limits determination, calibration and monitoring
- Stress testing and Internal Capital Adequacy Assessment Process (ICAAP) - review of periodic stress testing results and drive consistency across stress testing and/or ICAAP approaches in region, including alignment with firmwide narratives and other regulatory disclosures.
- Support of IFRS 9 provisioning process, including facilitation of management adjustments relevant for the underlying Legal Entity portfolio
- Work/lead the coordination and implementation of local regulatory requirements
- Liaising with local credit teams for the development of legal entity credit policy, including for standardization and transparency, as well as developing and controlling content in line with firmwide practices and local regulatory requirements
- Ensuring new activities and/or products are subject to adequate review and, where necessary, establish new procedures and controls prior to being introduced into the entity.
Required qualifications, capabilities, and skills
- Bachelor’s degree, Masters/MBA a plus
- Strong analytical skills with attention to detail and the ability to aggregate data and identify root causes
- Strong interpersonal skills, confident in both verbal and written communication at all levels, Influencing action and change
- Strong prioritisation, planning, organisational and time management skills, with the ability to handle multiple priorities and to act with own initiative
- Strong organizational, control and project management skills
- Good understanding of the EU regulatory environment, including prior experience of interacting with and presenting to regulators
- Excellent partnership and teamwork skills, with ability to work closely with senior management and key stakeholder functions,
- Relevant experience in credit risk management or related risk discipline in a top tier peer bank
- Product knowledge of credit and counterparty credit risk products including exposure, capital, stress testing preferred
Preferred qualifications, capabilities, and skills
- Good understanding of statistical methods and modelling approaches
- Good understanding of IFRS 9 credit risk topics