About the Job

• Computation of ECL for on-balance sheet and off-balance sheet exposure under the IFRS 9 standards
• Classify credit facilities into risk groups and homogenous groups
• Periodic back testing of the models for ECL and sub-parameters
• Forecasting of macro-economic variables for purposes of Forward-looking information
• Computation of Effective Interest Rate (EIR) and amortized cost of the Bank Credit portfolio
• Preparation of ICAAP and Stress test reports
• Analysis of risk asset for preparation of ad-hoc reports
• Risk reporting and risk analysis for regulatory and management reports