Senior Associate , Analytics Risk Reporting, Risk Management Group
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure. Responsibilities
- Generate Economic Capital numbers for Risk Appetite reporting to Senior Management on a quarterly basis
- Stress Economic Capital numbers as part of annual Internal Capital Adequacy Assessment Process
- Review risk parameters in existing Economic Capital model to ensure that the parameters and assumptions are up-to-date
- Perform User Acceptance Testing for system enhancements on Economic Capital application
- Respond to Audit and Model Validation queries and/or findings
- Degree in any related field.
- Experience in Banking or Financial Services
- Good understanding of Credit Risk
- Excellent SAS/SQL and/or advanced programming skills
- A highly motivated self-starter with strong analytical skills, inquisitive mindset and ability to deliver reports within tight timelines
- Detailed and meticulous with an ability to analyse large amounts of data
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.