Assistant Manager, Risk Strategy

Job Purpose/Summary

Build and maintain strong risk review process with insightful, reliable and consistent information to support fact-based decisions. Strong analytical mindset with good understanding of regulations relating to Capital Adequacy, Liquidity, Pillar 2 etc. Well versed with handling large volumes of data and has the ability to code in either Python and R to develop tools as small work related enhancements

Key Accountabilities/Responsibilites

• Develop and maintain comprehensive risk database covering all on and off-balance sheet transactions on a bank-wide basis
• Analyse the Bank's credit portfolio and providing monthly and quarterly risk performance, portfolio diversification reports of bank's lending portfolios
• Researching and introducing reports with a sector or unit specific focus
• Identify Key Portfolio Cuts & Indicators, materially improve quality & timeliness of production & analysis.
• Review accounts by analysing past due reports, and assess performance of NPL accounts
• Tracking and monitoring of key parameters for the Risk Appetite Framework
• Meet the regulatory deadlines with timely preparation of ICAAP/ Capital Plan and Recovery Plan
• Carry out Stress testing of the portfolios, and analysing key exposures
• Expected credit loss - Management of the Bank's ECL model to meet QCB requirements (including reporting)
• Responding to requests for data and information from internal and external clients Collation, production and analysis of all portfolio management reports.
• Involvement in data collection and post review of data collection methodologies and use of tools such as Python and R to facilitate work related enhancements.
• Prepare accurate information for Business, External/ Internal auditors, Compliance function