Job Description

(total positions: 1, posted on: May 2, 2025)
  • Responsible for maintaining and updating policies and procedures related to Internal Credit Risk Rating Framework, Basel, Stress Testing, RAROC Framework, IFRS9 and ICAAP.
  • Responsible for developing, implementing and maintaining ORR, PDs, LGDs & CCF models/systems.
  • Responsible for timely and accurately submission of IFRS 9 reporting/ECL to Finance Department.
  • Conduct credit rating model validation, back testing & calibration of the bank’s credit portfolio.
  • Responsible for validating and back testing the PD & LGD models for IFRS 9 implementation.
  • Responsible for CAR, Stress Testing, ICAAP & IFRS 9 reporting on a regular basis.

Required Skills

IFRS,Basel Implementation,LGD

Industry

Banking & Finance

Functional Area

Accounts, Finance & Financial Services

JOB TYPE

Full Time/Permanent

Minimum Education

Bachelors

Career Level

Experienced Professional

Minimum Experience

16 Years

Total Positions

1

Closing Date

May 18, 2025