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Head of Credit Risk

  • Location

    Malta

  • Sector:

    Banking

  • Salary:

    Attractive

  • Contact:

    Stefani Grech

  • Job Reference:

    8061

  • Published:

    17 days ago

  • Expiry:

    2021-05-28

  • Client Details:

    Castille

  • Consultant:

    Stefani Grech

  • Skills tags:

    Credit Analysis , Risk

An international bank is looking for a Head of Credit Risk to join their company, to work closely with their Bank's CRO to drive the creation and execution of the vision, objectives and plans for the bank's risk strategies.

Responsibilities:

  • Review of the KPIs and KRIs and determine Bank’s risk appetite
  • Assist in devising the ICAAP, ILAAP and Recovery Plan, as well as undertake stress testing and scenario analysis
  • Actively participate in regular credit risk forums
  • Prepare the risk analysis required for the Reserving Committee
  • Make an underlying assessment of the risk/reward trade-off of the Bank’s lending portfolio
  • Review and update risk policy documents such as credit risk management policy
  • Assist in the review of the New Product Approval Process
  • Review and reply to audit findings related to the areas of credit risk
  • Assist in the new Single Resolution Board (SRB) risk requirements
  • Responsible for the compilation of the Capital & Risk Management disclosures
  • Undertaking delinquency and loan staging analysis in line with Banking Rules and EBA Guidelines
  • Undertaking economic modelling for the macroeconomic variables for IFRS 9 forward-looking expected credit losses
  • Act as secretary to a number of committees within the Bank

Requirements:

  • Have a Degree at a tertiary level of education in financial services, economics, econometrics, risk management, statistics, business management or equivalent
  • Have at least 6+ years of experience in a similar role within banking and/or risk management
  • Working experience in Audit
  • Good understanding of the evolving banking regulatory environment
  • Excellent knowledge of risk modelling and analytics