Credit Risk & Capital Management Specialist

Job Purpose

Manage the processes of identifying the credit risk and the credit concentration risks in the bank’s credit portfolios, evaluating, controlling, and monitoring them within risk management policies.

Measuring the current and expected capital requirements to meet all types of risks that the bank may be exposed to and maintain a specific level of capital according to the Bank's risk profile, also managing and allocating the capital to the Bank's activities, and supporting the strategic directions and decisions of the Board of Directors and Executive Management

Responsibilities

1. Engage in reviewing credit policies and the credit process in the bank and propose recommendations.
2. Apply CBJ regulations regarding Basel accord framework.
3. Review the prepared models of risk and capital measurement.
4. Prepare, develop, and calculate CAR%, stress testing, ICAAP, and RAROC
5. In-depth analysis of the regulatory capital components and RAW, analyze the results of the stress testing and ICAAP and propose recommendations.
6. Engage in developing IFRS 9 methodologies of ECL calculation and staging.
7. Engage in setting the risk appetite of the credit risk, credit concentration risk, and capital ratios in line with the bank’s strategies, and periodic monitoring the breaches.
8. Monitor and evaluate the changes/trend of various credit portfolios and analyze potential credit risk and credit concentration risk.
9. Engage in analyzing the potential credit risk and credit concentration risk in the new credit products and propose recommendations.
10. Prepare periodic reports and studies regarding credit portfolio risk, credit concentration risks, and capital, and propose recommendations to control and mitigate those risks.
11. Engage in implementing projects and systems of the department which is aimed at providing the necessary infrastructure for measuring the risk.
12. Using available quantitative tools to measure the credit risk, credit concentration risk and capital.
13. Ensure the credit rating system in force (Moody's) is used and worked in the bank by providing the necessary support to the relevant departments.
14. Engage in reflecting the appropriate technical modifications on (Moody's) system.
15. Carry out any other tasks and responsibilities as assigned by the Head of the department.

Required Educational Level

Bachelor’s degree in a Risk-Related field, or an equivalent combination of education and experience is preferred.

Required Experience

Minimum 4+ years’ experience in Banking Industry, financial services industry, or any related field.

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