ICAAP RISK OFFICER

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, . 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;