ICAAP RISK OFFICER
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- 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.
- 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;