Credit Risk & Capital Strats, AVP

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.

Best in class leave policy

Gender neutral parental leaves

100% reimbursement under childcare assistance benefit (gender neutral)

Sponsorship for Industry relevant certifications and education

Employee Assistance Program for you and your family members

Comprehensive Hospitalization Insurance for you and your dependents

Accident and Term life Insurance

Complementary Health screening for 35 yrs. and above

Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders

Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform

Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system.

Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholders

Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization

Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations

Strong quantitative and analytical skills

Strong computing and programming skills, including C++ or Python experience in implementation on production like environments.

Understanding of banking businesses and products or accounting rules

In-depth knowledge of European banking regulations and accounting standards (e.g., CRR, IFRS 9) and reporting frameworks (e.g., COREP, FINREP, or AnaCredit).

A strong understanding of capital requirements for implementing credit risk/counterparty credit risk parameter models (PD, LGD, CCF).

Knowledge of financial products/derivatives, bank balance sheet accounting, and extensive practical application, or additional qualifications such as CFA, or FRM.

Experience with data models and designing new calculation processes

Excellent written and verbal communication skills in English.

Training and development to help you excel in your career

Coaching and support from experts in your team

A culture of continuous learning to aid progression

A range of flexible benefits that you can tailor to suit your needs