Officer Regulatory Risk

2 weeks ago


Riyadh, Ar Riyāḑ, Saudi Arabia البنك السعودي الفرنسي Full time

IFRS 9 Unit

  • This role in IFRS 9 Unit of the Regulatory Risk Department and reporting to Manager-Regulatory Risk is responsible for facilitating various key initiatives relating to IFRS 9 Expected Credit Loss (ECL) provisioning. In line with current and emergent Risk Regulations and Bank's internal policies and procedures, this role is important for periodic (monthly/ quarterly) execution of ECL calculations as well as maintenance and enhancement of the computation framework
  • Assist in the monthly ECL computations in the Bank's SAS environment
  • Assist in implementation of any change or improvement in the IFRS SAS Solution
  • Assist in the Performing detailed analysis of provision results along with comparison of result with previous period(s)
  • Provide responses to queries on ECL results from various stakeholders
  • Assist in preparation of specific reports for SAMA/ internal submissions; namely KRI reports and Risk Appetite metrics

BASEL Unit

  • This role is part of the Basel Unit within the Regulatory Risk Department and reporting to Manager-Regulatory Risk (Basel) responsible for timely and accurate computation of Risk Weighted Assets and Capital Adequacy Ratio based on the Basel guidelines issued by SAMA and its submission to the regulator.
  • Assist Manager-Regulatory Risk (Basell in the computation of RWA. Coordinate and work with ITD on generating batch process, ensuring accuracy and completion of RWA calculation.
  • Assist Manager-Regulatory Risk (Basel) in finalization of the Q17 reports; working in close coordination with AFCD / ALM and other related functions
  • Assist in automation and process improvements of Basel III. Work with ITD/consultants on improvements in the reporting of Pillar I and Pillar 3 regulatory reports
  • Perform UAT of any changes made to Basel III process along with a detailed impact assessment of these changes
  • Perform variance analysis of results and actively understand the key drivers impacting the calculations

المهارات:

  • Bachelor degree in Applied Statistics and Actuarial Science
  • Welldeveloped management, interpersonal, organizational, problemsolving and verbal and written communication skills
  • Analytical thinking
  • Good knowledge of risk management principles, financial analysis
  • Good knowledge of Bank's products and procedures and Business
  • Good Excel skills

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