Full Time/Permanent

Manager Head Credit Portfolio Analytics (CAR/IFRS9)

icon Pakistan, Karachi

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Job Description

(total positions: 1, posted on: April 16, 2024)


  • Responsible for maintenance and updating of Policies and procedures related to internal credit risk rating Framework, Basel, Stress Testing, RAROC Framework, IFRS9 and ICAAP.
  • Responsible for developing, implementing and maintenance of ORR, PDs, LGDs & CCF models / systems.
  • Responsible for timely and accurately submission of IFRS 9 reporting/ECL to Finance Department.
  • To conduct credit rating model validation, back testing & calibration of bank’s credit portfolio.
  • Responsible for validation and back testing of PD & LGD models for IFRS 9 implementation.
  • Responsible for CAR, Stress Testing, ICAAP & IFRS 9 reporting on regular basis.
  • To take continues reviews and updating of internal rating policies and procedures.
  • Monitoring of Credit Risk Indicators, risk appetites as per BOD approved Risk Appetite Framework of the bank. Exceptions to be reported to Head ERM/CRO, CRMC & BRC.  
  • Responsible to ensure timely and accurate Credit Risk related reporting to ABG.
  • Responsible to perform internal and external stress testing on complete Bank portfolio.
  • Prepare presentation for CRMC and BOD.


Required Skills

IFRS,Team Building,Basel,Risks Analysis


Banking & Finance

Functional Area

Accounts, Finance & Financial Services


Full Time/Permanent

Minimum Education


Career Level

Experienced Professional

Minimum Experience

8 Years

Total Positions


Closing Date

May 16, 2024