Required Qualifications: Master’s / Bachelor’s degree (16 years of equivalent education) in a quantitative discipline (Actuarial Science, Statistics, Finance, and Mathematics) from a HEC-recognized institution.
Candidates holding CFA/FRM certifications will be preferred.
Age: (as of the last date of submission of application) 40 years maximum.
Experience: (Post Qualification) Minimum 03 years of relevant experience.
Details,
Job Description:
- To be involved in the preparation of policies.
- Development and implementation of Application & Behavioral Scorecard
- Policy / Procedure Updation & Implementation
- Review of the Advances Portfolio and present in different committees
- Monitoring of CRR, SLR, line limits, and other middle office reports.
- Presentation of Treasury portfolio position in Committees
- To be involved in the preparation of working papers Management Committees / Board Risk Committee
- Audit / Management Coordination: ICFR, IFRS 9, SBP Inspection Team, Commercial Auditors, Internal & External Auditors
- To provide training to the Risk Team & Other officers related to Application Scorecard Training
Competencies:
- Relevant experience in financial modeling, hands-on statistical risk modeling experience of building Credit Application and Behavior Models with demonstrated proficiency in each step of scorecard development and its validation.
- Knowledge and hands-on with Advanced Excel, Power BI, VBA, C++, SPSS/SAS, and other programming skills with experience in working with large datasets