Credit Risk Strategy Manager, Wholesale Portfolio
Rare opportunity within the group risk structure of this universal bank, developing the credit risk frameworks for managing concentration risk in relation to its wholesale portfolio. The incumbent will provide credit risk expertise in ongoing enterprise-wide risk initiatives, particularly economic capital and stress testing. More specifically you will be involved in delivering the credit risk elements of ICAAP, providing the regulator with the information it needs to understand the bank's credit risk profile. Candidates will need to demonstrate experience in credit risk frameworks, use of risk metrics such as PD, LGD, EAD and RWA, and the ability to interpret regulatory changes relevant to credit risk, such as Basel 2/3.
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