Responsible for the preparation of loan dissection and defaulted loans report. Provide information needed for the identification of existing and emerging concentration risk, along with other vulnerabilities in the loan portfolio, including environmental and social risks. Assist the Senior Credit Risk Reports and Analytics Officer in monitoring compliance with regulatory and internal limits and thresholds related to credit risk.
Conduct silo stress tests and integrated stress tests for the ICAAP under the direct guidance of the Senior Credit Risk Reports and Analytics Officer. Prepare ICAAP-related presentation materials for the Project Management Committee meeting and document the minutes of the meeting.
College graduate of business/financial management or mathematics course.
At least two years...