We are seeking a highly skilled and experienced Credit Risk Manager to join Risk
management team.
The successful candidate will be responsible for assessing and managing credit
risk across different credit portfolios (e.g mortgages, credit cards, lombard loans, trade finance, personal loan and shipping finance) developing and implementing risk mitigation strategies and providing insightful recommendations to senior management.
Responsibilities:
• Develop and implement credit risk policies, procedures, and guidelines in accordance
with regulatory requirements, risk policy and best practices
• Develop and maintenance internal model for delinquencies and expected credit losses
estimating PD, LGD ( e.g impairment model for personal loan portfolio)
• Conduct analysis using market risk parameters (e.g VaR, ES, volatility) for collateral
underlying lombard loans
• Conduct for credit exposures capital absorption analysis and RWA optimization
according to Basel standards and FINMA regulation (nice to have)
• Manage counterpart risk monitoring credit limits, country risk and large exposure
• Monitor and report for credit exposures arise from counterparties derivatives
transactions warning, remediation actions etc
• Assess metrices and target in order to monitor ESG risk factors into credit portfolios (e.g
mortgages loans)
• Prepare various comprehensive business analytical reports to upper management,
Credit risk Committee, Audit & Risk Committee and documentation for the rating agency
in te context of annual company credit rating assessment and review
We are seeking a highly skilled and experienced Credit Risk Manager to join Risk
management team.
The successful candidate will be responsible for assessing and managing credit
risk across different credit portfolios (e.g mortgages, credit cards, lombard loans, trade finance, personal loan and shipping finance) developing and implementing risk mitigation strategies and providing insightful recommendations to senior management.
Responsibilities:
• Develop and implement credit risk policies, procedures, and guidelines in accordance
with regulatory requirements, risk policy and best practices
• Develop and maintenance internal model for delinquencies and expected credit losses
estimating PD, LGD ( e.g impairment model for personal loan portfolio)
• Conduct analysis using market risk parameters (e.g VaR, ES, volatility) for collateral
underlying lombard loans
• Conduct for credit exposures capital absorption analysis and RWA optimization
according to Basel standards and FINMA regulation (nice to have)
• Manage counterpart risk monitoring credit limits, country risk and large exposure
• Monitor and report for credit exposures arise from counterparties derivatives
transactions warning, remediation actions etc
• Assess metrices and target in order to monitor ESG risk factors into credit portfolios (e.g
mortgages loans)
• Prepare various comprehensive business analytical reports to upper management,
Credit risk Committee, Audit & Risk Committee and documentation for the rating agency
in te context of annual company credit rating assessment and review
