Market Risk Specialist

This vacancy has either been occupied or is expired!

Job Description

• Development of Facility Risk Rating System and LGD model.
• Development of Credit Risk Models - Obligor Risk Rating Module for Corporate, Retail & Consumer Portfolios via SAS - Enterprise Minor (FIRB Approach of Basel II)
• Identification of Credit Risk in Pre Approval Credit Cases (Corporate, Commercial, SME) by evaluating the proposals in every aspects like SBP regulations, Bank’s policies and Financial Analysis, Probability to Default and Credit Risk Ratings etc.
• Knowledge of latest techniques and best practices in risk management.
• Broad risk management knowledge and expertise of Credit Risk Management.
• Identification of Credit Risk in approved Credit Cases (Corporate, Commercial & SME) By Regional & Head Office Credit Committees by evaluating the proposals in every aspects like SBP regulations, Bank’s policies and Financial Analysis, Probability to Default and Credit Risk Ratings etc.
• Analysis and Decisions on new credit and annual review packages.
• Monitoring the quality of the credit portfolio of the Business Line / Portfolio.
• On the basis of the above, identifies potential problem credit accounts and makes suggestions/recommendations for remedy/monitoring of such situations.
• Prepared Monitoring Mechanism for various portfolios. (Remedial Management)
• Developed Excel based package for making Financial Statements of unorganized & undocumented SME’s borrowers. (as per Prudential Regulation’s Guide line)
• Analyzing & finalizing Credit scoring factor for Credit risk model of Corporate / SME / Consumer/ Agriculture (SAS Credit Scoring Module)
• Basel II implementation, stress testing, gap analysis.

Job Requirements

Having 3-4 years experience with a leading banks of Pakistan.