Specialist- Credit Risk and IFRS9 Execution & Reporting

Job Description

Job Purpose :

The overall responsibilities of this position are vital within Group Credit Risk team covering areas relating to PW & BB Portfolio including Group level provisioning under IFRS 9, Credit Risk Reporting, analysis and regulatory aspects such as Asset Quality, Impairment, provision adequacy & coverage, and credit portfolio monitoring & reporting. The role holder's primary responsibilities include :

• Undertake IFRS 9 staging and Provisioning review process as per Regulatory requirement and internal policy including international locations.
• Assist in reviewing inputs & variables used in the development of various Models. (Rating Models, IFRS9 related PD & LGD Models etc .
• Assist in analysis of Assets Quality, Impairment Charge, Coverage and COR by business segment for PW & BB Portfolio across FAB Group
• Assist in submission of detailed monthly dashboards and analysis reports
• Maintain Risk data base (PW & BB) for robust monitoring and Reporting of Credit Risk
• Asist in portfolio stress analysis related to PW & BB Portfolio.
• Work on specialized Project, budgets and forecast related to PW & BB Portfolio

Key Accountabilities :

Policies, Systems, Processes & Procedures

Continuous Improvement

Job Context :

Specific Accountability

'PW & BB - Credit Risk :

IFRS 9 Execution and Reporting :

Early warning, thematic review, Credit Risk Appetite

Portfolio Management & Regulatory reporting : PW & BB / FAB :

RCSA , BCM, KRI and Operation Risk Management :

Qualifications

Minimum Qualification

Minimum Experience

Skills Required

Portfolio Management, Reporting, Advanced Excel, Stress Testing