Job Purpose:

Responsible for IFRS 9 ECL computation & reporting, Rating agency, other regulatory and management reporting.

Key Result Areas:

Preparation of monthly IFRS 9 deck circulated to Senior Management.

Preparation of key IFRS 9 disclosures required to be published in the bank’s financials.

Submission of IFRS 9 overseas data / reports.

Single handedly handle RAROC data submission to Finance.

Play key role in ECL / RWA submissions to Rating Agencies.

Automation of regulatory reports & internal management reports like IFRS 9 monthly deck & transformation of existing manual processes.

Prepare IFRS9 Moody’s Input file, used for monthly ECL computation.

Consolidate the IFRS 9 ECL results on a monthly basis.

Perform Asset Reconciliation before and after IFRS9 ECL run.

Review Stage 2 criteria and monitor major exposure movements within the Portfolio.

Prepare ECL Accounting Entries to be passed in the system.

Participate in preparation of monthly ECL MIS reports used for Senior Management circulation.

Propose solutions for complex requirements during system enhancements / integrations.

Formulate and develop SOP’s / technical documents which illustrates the IFRS 9 reporting process.

Operating Environment, Framework and Boundaries, Working Relationships:

Constant Interaction with various stakeholders from IT, Finance, Risk, and other business departments for coordination, reconciliation and maintenance of underlying data.

Problem Solving:

Strong problem solving, mathematical and financial skills

Understanding of regulatory reports for wholesale and retail risk measures and metrics

Decision Making Authority & Responsibility:

Responsible for accurate and consistent reporting of regulatory reports to stakeholders and senior management across various Forums and committees

Knowledge, Skills and Experience:

Graduate in Statistical/Mathematical/ Economic/ Financial discipline

At least 8 years of experience in Risk Management and Portfolio Analytics. Exposure to Wholesale Risk related to IFRS 9, Provisions, Capital computation / Reporting and Regulatory reporting is preferred.

Hands on experience and conversant with various coding languages & tools –SQL, SAS, R and MS Office.

للتقديم الان