Risk Analyst - Portfolio & Credit Risk, Risk Management Division at SBM Bank

Job Purpose:

Reporting to the Acting Chief Risk Officer, this position will assist the Senior Risk Analyst in the delivery of key reporting and analysis on new lending and portfolio asset quality, risk appetite, adherence to policies and procedures. The position will also support change initiatives and projects, providing both expertise and challenge to the wider business whilst also providing analysis and reporting to support these initiatives. The objective is to monitor adherence to the Bank’s policies, procedures and prudential limits in accordance with regulatory guidelines.

Key Responsibilities:

• Assist in the implementation and monitoring of the credit risk management framework;
• Provide input in the review of credit risk policies and procedures on a regular basis and recommend improvement;
• Monitor the credit risk exposures for retail, SME, corporate and financial institutions portfolios;
• Support the development/calibration and maintenance of rating methodologies and credit risk parameters;
• Run scenario and stress testing analysis;
• Participate in the implementation of pre-emptive measures to ensure compliance with the changing regulations;
• Contribute actively to efficient and regular reports to Senior Management, the Risk Management Committee and/or the Board;
• Carry out the calculation of Expected Credit Losses for the Bank’s portfolio;
• Perform any other related duties, as may be required

Qualifications, Experience & Skills:

• Degree in Financial Risk Management, Economics, Finance or related field with a strong analytical background;
• Confident in handling and analysing large amount of data – paying close attention to detail;
• Knowledge of Basel II, IFRS9 and Scorecards;
• Knowledge in the modelling of credit risk parameters (PD, LGD, CCF)
• Strong knowledge of risk and credit management in the banking sector
• Proficient in Microsoft Office suit
• Time management skills
• Good interpersonal skills
• Ability to solve problems independently, to show flexibility and to act proactively
• Previous experience in a similar position will be a plus