Credit Risk Manager (Sp8)- Group Enterprise Risk Management

Credit Risk Manager (SP8)- Group Enterprise Risk Management

Listing reference: capgh_000217

Listing status: Online

Apply by: 25 January 2024

Position summary

Introduction

The Credit risk Manager is responsible for the measuring, analysis, monitoring and identification of credit risk as it pertains in, mainly, Bank Windhoeks & Bank Gaborones business environment. The main focus areas include stress testing, character/trend analysis on various scopes, and the measurement and monitoring of concentration risk and risk appetite. The incumbent should report on a timely basis the credit risk position of the Bank(s) within the identified focus areas.

Job description

KEY PERFORMANCE AREAS

• Familiarise himself/herself with credit policies, credit manuals and internal documentation, as well as credit risk management model.
• Updating credit risk framework policy to ensure that they reflect best practice and addresses credit risk in all the banks activities and at both the individual and portfolio level.
• Update the credit risk forum terms of reference.
• Identifying and analysing existing and potential risks in any product or activity offered or envisaged to be offered by the banks and/or other legal entities as may be required.
• Development of credit risk management tools.
• Development of concertation CAPS
• Creating of Management Information System reports.
• Recalibrating of credit risk models
• Conducting performance analysis per sectors/ products.
• Monitoring of the following:
• Business, Economic and Industry trends;
• Large exposures;
• Credit losses;
• Credit concentrations;
• Stress testing
• Any other matters identified over time.
• Ensure the follow-up of issues identified during the monitoring process.
• Engage with business to pro-actively identify potential credit risk, as requested and/or as deemed necessary through indicative analysesUtilising mathematical and statistical knowledge to assist with the building and recalibrating of risk models to be used in scenario analyses and stress testing in support of credit risk management.
• Assisting the Head: Financial Risk in preparing and presenting reports to the Board Audit, Risk and Compliance Committee, the Executive Management Team, the Risk Committee, Board Credit Committee and Credit Risk Forum or any other forum as may be required.Considering, suggesting and applying methods to improve credit risk analysis and reporting to the Board Audit, Risk and Compliance Committee, the Executive team, the Risk Committee, Board Credit Committee and Credit Risk Forum or any other forum as may be required.
• Assisting in consulting and advising on actions to address significant credit risk weaknesses and table recommendations to the Board Audit, Risk and Compliance Committee, the Executive Management Team, the Risk Committee and credit risk forum for approval.

Minimum requirements

CORE COMPETENCIES

• Proficient analytical, statistical and mathematical knowledge and skills;
• Accurate and efficient;
• Good verbal and written communication skills;
• Excellent team and personal relationship skills;
• Proficient system and process skills;
• Able to apply strategic objectives into meaningful analytical scenarios;
• Pro-active approach;
• Assertive; and
• Observant.

EXPERIENCE/KNOWLEDGE & SKILLS

• Proficiency in Microsoft Office Applications;
• 5 years experience in a credit environment;
• 5 years experience in mathematical or statistical modelling;
• Proficient programming skills such as SQL, SAS, Python etc;
• Knowledge on data handling and warehousing;
• Knowledge on Machine Learning;
• Knowledge on IFRS 9 modelling
• Be able to identify weaknesses in Bank systems, as well as the causes of the identified weaknesses; and
• Be able to see the bigger picture.

QUALIFICATIONS

• At minimum a bachelors degree in mathematics, statistics, accounting or quantitative finance
• A post-graduate degree, FRM or CFA designation will be a distinct advantage.