candidati

Descrierea postului:

This position will be responsible for:

• Building the IFRS provisions forecasts and budgets – quarterly
• Building the RWA forecasts and budgets – quarterly
• Coordinating the Credit Policies preparation and approval for legal entities
• Calculating Credit VaR and other statistical risk measures at bank portfolio level, through Credit Manager application (model development in progress)

• Stress tests – regular stress tests to be performed (IFRS provisions, Economic capital (cVaR), Expected Loss, RWA, etc) – biannually

Cerinte:

Candidates must have at least 3 years of experience in credit risk management and must prove depth knowledge of:

• Risk mitigation techniques (risk dispersion, ratings/scorings, collaterals, tenors, industries)
• Risk indicators (eg: provisioning ratios, NPL ratios, risk vs. income ratios)
• Credit risk management statistical models – (Probability of default, loss given default and recovery rates, EL, UL, Credit VaR) or econometrics
• Macroeconomic knowledge
• Basel II knowledge (RWA, Capital requirement)
• MSOffice: Access, Word, Excel, Power Point – advanced
• XML and VBA programming skills – medium

• Fluency in english

University graduated in Cybernetics or Finance&Banks is recommended.