Beschreibung
Task:You contribute to enrich the Group Risk Appetite Statement as well as developing adequate portfolio limits esp. in the area of credit risk (industries and countries) out of the results from the portfolio analyses performed by the ERM team:
- Rollout of new limits and targets across all entities of the group including the definition of the
appropriate group-wide processes
- Contribution to the regular ERM/ICAAP and risk-bearing capacity calculation reports for the group as
well as monitoring corresponding entities reports
- Active and regular reporting, control and monitoring of the extended Group Risk Appetite Statement
and Group Limit Framework
- Prepare and present ERM risk assessment reports and communications to senior management,
regulatory authorities, rating agencies and investors
- Draft or review group policies for the area of Enterprise-wide Risk Management / ICAAP in the area
related to risk-based steering
- Lead and participate in working groups related to risk-based steering
Requirements (Must have):
- Sound and broad experience in Risk Management in a banking environment. Being familiar with the
ICAAP framework and or Bank Accounting is of advantage
- Experience or willingness to structure, monitor and control the international roll-out of risk-related projects
- Excellent written English coupled with solid communication skills.
- Ability to work across diverse cultural backgrounds and with different entities across the CEE region
- Excellent written English. Knowledge of German and/or CEE languages of advantage
Environment/Miscellaneous:
Enterprise-wide Risk Management" (ERM) is part of the Department "Group Enterprise-wide Risk Management and Reporting?, which belongs to Group Strategic Risk Management.
Enterprise-wide Risk Management's main tasks are group risk assessment throughout all risk types (risk and portfolio analytics, ICAAP process, stress testing and risk modelling) and group risk-based steering (capital allocation, group?s risk planning process and group risk policy framework). Another task is the management of RWA aiming for optimised application of the Basel framework.
Beginn: 15.01.2013
Dauer: 6 Monate +
Branche: Bank/Finanzen