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Overall Purpose of Job:
The Credit Risk Manager supports and performs identification, assessment, monitoring, and evaluation of credit risks on portfolio level. This includes:
*overseeing and challenging 1st Line of Defense (LoD) activities;
*monitoring and escalation of material credit risks and control issues to internal committees;
*assisting senior team members in the execution of risk management cycle for credit risk;
*maintaining and writing credit risk policy documents;
*supporting development and enhancement of internal credit risk models;
*performing credit stress testing and offering perspective of its strategic implications for the lending portfolio,
*Contributing to ICAAP/Recovery plan/RAS processes and recommending actions to the senior management.
Essential Functions:
*Performing oversight and challenge of 1st Line of Defense (LoD) activities;
*Organizing, processing and analyzing large data sets to produce clear, concise and meaningful credit risk reports for internal and external stakeholders;
*Supporting risk management cycle activities, with a focus on concentration risk, country risk, collateral risk, and provisioning assessment.
*Supporting internal credit stress testing activities to test the resilience of the bank under stress conditions and communicating the results to the management;
*Backing development of credit rating models (stress testing, provisioning, credit rating, Pillar 2 risks);
*Helping in writing, reviewing and updating of Policy House documents;
*Aiding the Internal Capital Adequacy Assessment (ICAAP), the Recovery Plan and the Risk Appetite Statement processes;
*Contributing to the evaluation of adequacy and effectiveness of credit data sources;
*Assisting in other ad-hoc assignments and projects owned by the CRM team.
Technical skills:
*Working knowledge of credit risk concepts and measurements;
*Understanding of relevant EBA guidelines and regulation in EU;
*Analytical skills and ability to provide effective challenge to the organization;
*Advanced Excel (VBA) and Data Manipulation skills are a must,
*Basic knowledge of programming in Python and Power BI is desirable;
*Desirable experience with policy writing (i.e. procedures, work instructions);
*Fluent language skills in English.
Education:
Academic degree in a quantitative field, Finance, MBA or other relevant fields of study;
Preferably completed CFA, FRM or PRM or engaged in the process;
Vice President, Credit Risk - ICAAP
- Location Amsterdam
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/279742_1604065243
The Credit Risk Manager supports and performs identification, assessment, monitoring, and evaluation of credit risks on portfolio level. This includes:
*overseeing and challenging 1st Line of Defense (LoD) activities;
*monitoring and escalation of material credit risks and control issues to internal committees;
*assisting senior team members in the execution of risk management cycle for credit risk;
*maintaining and writing credit risk policy documents;
*supporting development and enhancement of internal credit risk models;
*performing credit stress testing and offering perspective of its strategic implications for the lending portfolio,
*Contributing to ICAAP/Recovery plan/RAS processes and recommending actions to the senior management.
Essential Functions:
*Performing oversight and challenge of 1st Line of Defense (LoD) activities;
*Organizing, processing and analyzing large data sets to produce clear, concise and meaningful credit risk reports for internal and external stakeholders;
*Supporting risk management cycle activities, with a focus on concentration risk, country risk, collateral risk, and provisioning assessment.
*Supporting internal credit stress testing activities to test the resilience of the bank under stress conditions and communicating the results to the management;
*Backing development of credit rating models (stress testing, provisioning, credit rating, Pillar 2 risks);
*Helping in writing, reviewing and updating of Policy House documents;
*Aiding the Internal Capital Adequacy Assessment (ICAAP), the Recovery Plan and the Risk Appetite Statement processes;
*Contributing to the evaluation of adequacy and effectiveness of credit data sources;
*Assisting in other ad-hoc assignments and projects owned by the CRM team.
Technical skills:
*Working knowledge of credit risk concepts and measurements;
*Understanding of relevant EBA guidelines and regulation in EU;
*Analytical skills and ability to provide effective challenge to the organization;
*Advanced Excel (VBA) and Data Manipulation skills are a must,
*Basic knowledge of programming in Python and Power BI is desirable;
*Desirable experience with policy writing (i.e. procedures, work instructions);
*Fluent language skills in English.
Education:
Academic degree in a quantitative field, Finance, MBA or other relevant fields of study;
Preferably completed CFA, FRM or PRM or engaged in the process;