Knowledge, Skills and Abilities
Deep understanding and experience of sourcing high volume data for credit risk management across multiple systems and processes.
Deep understanding of data visualization and risk reporting in credit risk management
Strong experience of credit risk modeling, including sensitivity analysis and stress testing
Extensive risk oversight experience including understanding of governance, policies, processes and reporting.
Experience of commodities trade flows and associated credit risk would be advantageous.
Key Responsibilities
Development and management of a data model for Credit Risk, integrating data from relevant source systems, cleaning and transforming and integrating into a reporting tool.
Development and management of credit risk reporting functionality including a flexible and powerful reporting tool.
Credit modeling including integration of financial, transaction and non traditional data to highlight early warnings
Credit portfolio management, including assessment and management of concentration risks.
Development of methodology and implementation for credit modeling including EPE, PFE, stress testing and sensitivity analysis.
Development of proposals for Commercial and senior management to actively manage the Credit portfolio, including stressed sectors and counterparties.
Management of credit approvals and credit risk management for the Banks portfolio globally
Competencies
Data management
Systems development
Risk modeling
Portfolio management
Project management
Key Relationships
Department
Risk management
Equal Opportunity Employer
We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.