Financial Risk Management Officer

TRV051 Financial Risk Management Officer (vacancy fulfilled)
Posted 8 years ago
The Financial Risk Management Officer will be responsible for properly identifying measures and evaluates the major market risks, credit risks, liquidity risks as well as other financial risks of the bank under the Basel III framework and DNB regulations. He/she explains and communicates the main findings to the management and the relevant departments to build common understanding of the risk positions of the bank.
Job descriptions: - Quantitative Analysis : Perform quantitative analysis to investigate the issues the bank is facing. Draw conclusions or make suggestions with support from data or financial modelling - Bank-wide risk analysis : Economic Capital usage, Risk Appetite and Stress Testing. Related to these topics, increasing efficiency in IRR, Liquidity & Market risk models and processes by actively participating in the ICAAP / ILAAP and developing and implementing stress tests as per the regulatory guidelines - Model Maintenance and Development : Contribute to the enhancement of the financial risk management process through the recalibration, development and maintenance of the financial risk models and risk assessment methodologies - following the Basel III and the DNB guidelines - Internal Reporting : Prepare periodical reports regarding the assessment of the major risks (market risk, liquidity risk, etc.) under the responsibility of Risk Management Department - Documentation : Prepare formal model documentation, risk management framework and risk control policies. Also make preparations for both internal and external audit - Management Assistant: Communicate and explain the main outcomes from the risk analyses to the management. Assist the management in ensuring compliance with bank and regulatory standards and develop responses to emerging regulation
Profile: - Bachelor/Master Degree in Finance, Mathematics, Statistics, Economics or rela...