4/17/2019

وظائف الكويت: للعمل Manager- Modeling & Risk Analytics - Career Hunters jobskuwait

مطلوب للعمل Manager- Modeling & Risk Analytics - Career Hunters , وظائف شاغرة الكويت,وظائف خالية,فرص عمل,وظائف بشركة كبرى,

Primary Job Purpose


The job holder is responsible for managing the development and update of Risk Models, including IFRS 9, ECL, economic capital, ICAAP and stress testing models. The job holder is also responsible for providing an oversight of local implementations of risk models to ensure consistency across all Group companies and for supporting credit, market, liquidity, and operational risk related models as needed.


 


Job Roles & Responsibilities


Area / Key Responsibilities


Strategy, Planning and Management


§ Planning and Management


­ Ensure effective plan(s) to achieve the strategic imperatives of the Unit 


Operations, Review and Reporting


Understanding


Maintain updated knowledge of rules, regulations and standards in the concerned field and related matters of interest to the department


Fieldwork


Maintain and update Kuwait and group-wide stress testing and review subsidiary stress tests as required


Develop and maintain any Market, Credit and economic capital and other risk models.


Develop and maintain expected loss models for IFRS 9 provisions requirements and implement models to support Finance in its computations.


Manage model (e.g., Moody’s) calibration for models across products and geographies including ORR and FRR models as required


Manage development of retail scoring models for Kuwait and review scoring models for subsidiaries prior to approval


Manage PD, LGD, and EAD estimations and validation exercises for Kuwait and provide subject matter expertise at subsidiary level


Maintain and update Group and Kuwait risk appetite models


Develop and maintain models and methodologies for risk-adjusted performance metrics (e.g., RAROC, EVA) across the Group


Provide Basel and risk subject matter support to subsidiaries


Review other local implementations of risk models across subsidiaries


 

Job Details

Posted Date: 2019-04-16
Job Location: Al Kuwait, Kuwait
Job Role: Management
Company Industry: Banking

Preferred Candidate

Career Level: Management
Degree: Bachelor's degree

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