eporting to the Executive Risk Manager you will:
- Preparing ICAAP and Stress testing – running models, preparing submission report, updating model methodology, minutes, local approvals etc; System implementation – UAT
- Prepare Recovery plan and Recovery plan policy for submissions
- Execute IFRS9 calculations and generate/analyze ECL numbers for regulatory/internal submissions
- Prepare and analyze risk appetite and recovery plan dashboards and prepare quarterly provisions calculations and coordination with Head Office Provisions unit on projected provisions
- Coordinate with HO Risk Analytics/ Head office ERM on the Retail and Corporate scorecards.
- Be single point of contact for risk related issues and coordinate with the vendors.
- Prepare Rating Migrations report, Rating exceptions report, etc
- Prepare and update policies