ICAAP RISK OFFICER

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Angajator: FIRST BANK
Domeniu:
  • Banci
  • Contabilitate Finante
  • Tip job: full-time
    Nivel job: 1 - 5 ani experienta
    Orase:
  • BUCURESTI
  • Actualizat la: 14.11.2019

    Requirements:

    • University degree in Finance/Economic Cybernetics/IT/ Mathematics;
    • Min 2-year prior expertise in a similar position;
    • Very good knowledge of Basel II & III and ICAAP (IRB models);
    • Familiarity with the EBA’s SREP requirements;
    • Knowledge of statistics, quantitative methods in finance;
    • Familiarity working with specialized statistical software, e.g. Matlab/R/SAS;
    • Ability to handle large data in MS Access; SQL skills would be a plus;
    • Good knowledge of English;
    • Ability to work as part of a team.
    Responsibilities:
    • In charge of the Pillar 2 Economic Capital Requirement and available internal capital;
    • Forecasting of Pillar 1 RWA and Pillar 2 Economic Capital Adequacy;
    • Perform stress-tests used for capital projection purposes;
    • Involved in the Recovery/Resolution plans, including the performance of reverse-stress tests;
    • Determine the risk-tolerance capacity of the Bank;