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Risk Modelling and Data Aggregation Manager - Banking Institution - Limassol, Cyprus

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#RH35317
Type: Full time

The Client: 

On behalf of our client, a Banking Institution in Limassol, we are looking to recruit a Risk Modelling and Data Aggregation Manager. 

 

Duties and Responsibilities: 

  • Risk Modeling design for the risk management processes of the Bank;

  • Risk Modeling development, calibration and maintenance of credit risk models;

  • Risk Modeling design to capture risks to capital, liquidity risk and stress testing;

  • Create and maintain a risk database for the risk quantification and risk reporting of the Bank;

  • Development, implementation and maintenance of models for risk calculations according to the EBA Regulatory Technical Standards;

  • Design and development of risk analytical tools and risk reporting automations;

  • Data mining and data analysis;

  • Risk Management database formation and maintenance;

  • Assist in the data quality improvement of the Bank;

  • Produce Business Specification Requirements for risk quantification methodologies and for risk reporting;

  • Development and design of models in accordance with the EBA guidelines and BCBS 239 Principles;

  • Create and maintain the risk models register and risk management automated processes;

  • Identify areas of risk model development and automations and make recommendations;

  • Documentation of each risk model and automation process;

  • Risk Management systems implementation and integration;

  • Adhere to the Model Development Framework and Policy of the Bank.

 

Skills/ Qualifications / Experience: 

  • Bachelor’s degree in Finance/Mathematics/Statistics/Computer Science/ Engineering or other similar field;

  • Master’s degree in Financial Engineering/Mathematics/Statistics will be considered as advantage;

  • Professional qualification in risk management or finance (CFA, FRM, PRM) will be considered as a plus;

  • At least 3 years recent experience in a similar position within a financial services firm;

  • Advanced skills in any of the following: SQL, VBA, SAS, or Matlab is a must;

  • Familiarity with modelling software e.g. SAS EG, SAS EM will be considered an advantage;

  • Knowledge of CRR/CRD framework and EBA/BCBS guidelines will be considered as advantage;

  • Knowledge of systems implementation and integration will be considered as advantage;

  • Strong analytical and problem solving abilities;

  • High level of attention to detail and accuracy;

  • Project management and prioritisation skills in order to balance daily and future deadlines;

  • Excellent interpersonal skills and ability to work well in a team;

  • Fluent in both Greek and English.

 

Location: 

The position is for the Client's offices in Limassol, Cyprus.

 

Remuneration:
An attractive remuneration package will be offered to the successful candidate based on qualifications and experience.

 

TO APPLY CLICK HERE

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