Dec 4, 2018
Reference Number: 130-PEO00957 Location: Lagos Department: People & Change Nigeria Job type: Permanent Roles & Responsibilities
The Team Lead, Risk Strategy & Assessment is a position in the organisation that is part of Risk Measurement and Special Projects Group, reporting directly to the Head, Risk Measurement and Special Projects.
The role is tasked with developing and update of the bank’s ICAAP, CAR, RRP, DSIB, Stress Test reports and other Basel related guidance.
The role is responsible for leading a team charged with the following responsibilities among others:
Implementation of Basel II/III in line with regulatory directives
Preparation of internal capital adequacy assessment process (ICAAP)
Development and review of the Recovery and Resolution Plan (RRP)
Rendition of statutory Domestic- Systemically Important Banks (DSIB) reports to CBN.
Validation, stress testing and documentation of risk models and assumptions.
Calculation of capital adequacy ratio (CAR) for the Bank
Calculation of the risk-based pricing for commercial exposures
Updating risk charges used by the bank for business segments budgeting.
Support implementation and validation of Obligor Rating system (PD, LGD, EAD estimation)
Stress Testing
Other projects and tasks as assigned by the Head, Risk Measurement and Special Project.
Requirements Formal Qualifications:
Minimum of University Degree in a related discipline with a least qualification of Second Class Lower Division (2.2)
Years Experience:
Minimum of 5 years working experience in a related role
Knowledge, Skills and Attributes:
Strong knowledge of finance
Strong knowledge of risk management.
Strong knowledge of ICAAP, STRESS TEST, CAR, BASEL II, E-CAP etc.
Good Knowledge of Basel
Knowledge of IFRS 9
Knowledge of all risk types faced by the Bank
Strong MS Office skills
Good communication/ presentation skills
Ability to interpret figures (data), charts and other forms of illustrations.
Must be able to deliver reports timely with zero error rate even under pressure.
Must be able to multitask independently and as a team.
May be required to travel occasionally, overtime and weekend work may be required.
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