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.
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