<div style="text-align: justify;"><strong>Job Summary</strong></div><div style="text-align: justify;">The Risk Models &amp; Analytics Specialist is at the heart of the Bank's risk management strategy, directly influencing the Bank's ability to assess and respond to potential threats, thereby ensuring its resilience and profitability. This position resides within the Smart Risk Solutions department, a dynamic team dedicated to leveraging data and advanced analytics to drive smart, data-driven decision-making processes across the Bank.</div><div>The RMA Specialist employs quantitative methods to deliver sophisticated risk models and conducts advanced risk analyses to identify, assess, and mitigate various types of risk. Working closely with the other members of the Smart Risk Solutions Department and other key stakeholders, the RMA Specialist ensures that the Bank’s risk management strategies are data-driven, efficient, and aligned with our business objectives.</div><div><br></div><div style="text-align: justify;"><strong>Responsibilities</strong></div><ul><li style="text-align: justify;"><u>Model Development:</u> The RMA Specialist designs, documents, tests and implements state-of-the-art risk models and advanced analytical solutions that accurately quantify the Bank's exposure to various risks. This involves harnessing the industry best practices in statistical analysis and machine learning. </li><li style="text-align: justify;"><u>Data-Driven Analytics:</u> At the core of the role is the ability to dive and interpret complex datasets to uncover patterns, trends, and signals that indicate risk. The RMA Specialist will be required to present their insights and conclusions into comprehensible and intuitive analyses and dashboards. </li><li style="text-align: justify;"><u>Strategic Risk Assessment:</u> Beyond developing risk models, the Risk Models &amp; Analytics Specialist analyzes outputs to provide strategic insights into risk measurement and risk mitigation. </li><li style="text-align: justify;"><u>Cross-Functional Collaboration:</u> Beside the members of their own team, the Risk Models &amp; Analytics Specialist collaborates closely with other teams to ensure that data management practices are perfectly aligned with the needs of risk modeling, and the models developed are aligned with the risk management strategies and business goals. </li><li style="text-align: justify;"><u>Continuous Monitoring and Improvement: </u>The Risk Models &amp; Analytics Specialist is expected to stay ahead of the curve, constantly seeking out the latest technologies, methodologies, and best practices in risk modeling and analytics to enhance the Bank's risk management capabilities. </li><li style="text-align: justify;"><u>EOM Provision Calculation: </u>Perform End of Month (EOM) provision calculations for Expected Credit Losses (ECL) under IFRS 9. The RMA is responsible to ensure provision calculations account for multiple risk parameters, including macroeconomic factors, credit risk, and repayment behaviors.</li><li style="text-align: justify;"><u>Regulatory Compliance and Reporting:</u> Is required to ensure that all risk models and analyses developed and used in the Bank comply with relevant regulations and regulatory guidelines, as well as with the internal policies and guidelines. The RMA Specialist is expected to handle supervisors’ and auditors’ inquiries and provide detailed presentations and reports.</li></ul><div style="text-align: justify;"><br></div><div style="text-align: justify;"><strong>Qualifications, Experience and Skills</strong></div><div style="text-align: justify;">Essential:&nbsp;</div><ul><li style="text-align: justify;">Bachelor or higher degree in data science, statistics, mathematics, computer science, business administration, economics, business information systems, business analytics;</li><li style="text-align: justify;">Knowledge in statistics, mathematical modelling, engineering, or related field; </li><li style="text-align: justify;">Experience in application of quantitative methods, machine learning techniques and advanced analytics, ideally in development of credit risk models;</li><li style="text-align: justify;">Experience in working with Python (preferred), SQL, SAS, or R;</li><li style="text-align: justify;">Excellent analytical and conceptual skills with interest in complex technical content;</li><li>Proactive, eager to learn, collaborative and responsible attitude;</li><li style="text-align: justify;">Excellent knowledge of the MS Office package;</li><li>Excellent verbal and written communication skills;</li><li style="text-align: justify;">An advanced (C1) command of English;</li></ul><div style="text-align: justify;">&nbsp;</div><div style="text-align: justify;">Desired:&nbsp;</div><ul><li style="text-align: justify;">Experience or being familiar with provision calculation under IFRS9 methodology;</li><li style="text-align: justify;">Experience with cloud computing platforms (e.g., AWS, Azure, Google Cloud) and big data technologies;</li><li style="text-align: justify;">Experience with Microsoft Power BI or similar platform;</li><li style="text-align: justify;">Experience in the application of agile methodologies in development teams and working in circle.</li></ul><div><br></div>