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Preferred Candidate

Years of Experience:
5 - 7 yrs
Age Group:
25 - 35 yrs
IT Knowledge:
Operating System-Windows
English: Fluent

Ref.No: 3887 Date of Posting: 04-Sep-2014
Senior Officer - Basel & Risk Analytics Bookmark and Share
Confidential Company
Job Description
A leading Kuwaiti Commercial Bank is looking for Sr. Officer - Basel & Risk Analytics as per the following details:

Responsible for managing the development and update of Group-wide and Kuwait Basel and Risk /capital-related models. This includes ICAAP and stress testing as well as other economic capital related models and metrics.
This function also provides oversight of local implementations of Basel and other risk models to ensure consistency across all Group companies. Given the technical background of this role, it is expected that the role holder will support market, liquidity, and operational risk related models as needed. The role holder is expected to work jointly and as a backup for both Manager, Group Risk Projects & Implementation and Manager, Enterprise Risk Data & Systems.

Key Responsibilities:

• Manage ICAAP process and generate ICAAP submission document as per CBK requirements
• Review subsidiary ICAAP submissions as required and create consolidated ICAAP results
• Perform Kuwait and group-wide stress testing and review subsidiary stress tests as required
• Develop and maintain any economic capital models both part of and separate from Basel/ICAAP models
• Manage credit model (eg, Moody’s) calibration for models across products and geographies. This includes ORR and FRR models as required
• Reviewing other local implementations of risk models across subsidiaries
• Develop and maintain models and methodologies for risk-adjusted performance metrics (eg, RAROC, EVA) across the Group
• Develop documentation and provide training of models
• Provide support to other risk functions for market, investment, and operational risk models as required.
• Support management of Basel program for the Group
• Provide Basel and risk subject matter support to subsidiaries

Educational Degree and Certifications:

B.S. in Economics or Finance. Masters or PhD in quantitative finance preferred
PRM, FRM, CBiiPro / CBiiiPro

Computer Skills:

Microsoft Office, VBA - Expert
Simulation tools (@Risk, Crystal Ball)- Proficient
Degree Specifications
Graduate - BA in Finance
Graduate - BA in Economics
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