Unit Head, ERM, Policies and Risk Measurements

Job Summary

The job is a Risk Management function which involves quantifying the potential for adverse outcomes or losses. It uses various metrics and tools to estimate the likelihood and impact of risks. This information is crucial for informed decision-making in risk management strategies.

Duties & Responsibilities

• Analysis of the Credit risk of the bank’s loan portfolio tracking and ensuring that Early Warning Indicators are promptly escalated to Senior Management
• Monthly computation of the Credit Capital Adequacy Ratio report (BASEL II).
• Makes inputs into Liquidity Coverage Ratio, Net Stable Funding, and Internal Liquidity Assessment Adequacy Process.
• Assessment, development and monitoring of Credit risk limits (Portfolio Plan and Limit Setting, Risk Appetite) in line with the bank’s risk strategy.
• Preparation of Periodic Portfolio reports to Exco and Board, detailing the Bank’s exposures, providing peer comparisons and trend analysis of defined metrics.
• Quarterly Stress Test of the Credit Risk exposures of the bank and reporting of same to RMC and the Board through the CRO.
• Preparation of Internal Capital Adequacy Assessment Process (ICAAP) stress tests and reports
• Monthly Preparation and presentation Risk Asset performance reports for the Business Units.
• Liaison with Consultants on Enterprise Risk Management projects i.e. review and/or updates of models

Attend to ad hoc requests from the CRO on analysis of emerging risks and effects on the bank’s portfolio.

JOB REQUIREMENTS

•  A first degree or equivalent in relevant discipline
• Relevant professional certifications in accounting, banking or Finance e.g. ACIB, ACA, CFA
• A minimum of Ten (10years) progressive experience in offering expertise in Enterprise Risk Management, Policy Development, Regulatory Reporting, Credit Portfolio Management, Credit Risk processes, Credit Risk Modelling, Credit Data Mining & Analytics and general Risk Management.