Head of Basel and Modeling at Banque Misr

Banque Misr Career
Banque Misr Career

Job Description

  • Manage & Oversee all enterprise risk and control assessment activities with business lines in accordance with the set plans and strategic objectives.
  • Review of behavioral assumptions: Analyze historical internal and external data as appropriate to validate / revise assumptions used for behaviorism.
  • Monitor Funding Concentration Risk.
  • Monitor all risk exposures, limits, EWI and KRIs.
  • Leading the team for monitor and implement Basel requirements, related CBE regulations.
  • Responsible for managing and reporting all Risk data related to the banking Group and CBE Regulatory reports.
  • Leading team to building statistical models for credit risk, reviewing and managing them, and ensuring the soundness of their governance aspects.
  • Leading team to building to develop credit risk IRB, IFRS 9, Pillar 2 and Stress Testing models for the effective measurement of PD, EAD and LGD for the none retail banking exposures.
  • Continuously improve the models’ performance and ongoing research on the best-in-practice modelling implementations and industry practices.
  • Understanding the regulatory requirements that affect the bank models and adapting them meticulously.
  • Maintain and continue to upgrade the models based on regulatory feedback and on-going model performance monitoring.
  • Develop a profound relationship with key stakeholders (internal and external) across the bank as needed to secure the transparency in the credit risk modelling process.
  • Responsible for managing IFRS (9) process. monitoring, updating and Expected credit loss (ECL) framework for internal and external Branches.
  • Ensure that the models comprehensively meet the Model Risk Policies and approved procedures

Job Requirements

  • Relevant Bachelor degree preferable advanced studies.
  • Excellent knowledge and experience of banking risk management Basel/CRR and IFRS 9 regulations.
  • Full knowledge of the bank’s credit products and services
  • Advanced skills in in SQL/SAS/R/Python.
  • Strong PD/LGD/EAD and ECL modeling experience, together with the knowledge of implementation and challenges management.
  • Additional experience in developing and maintaining macro-economic stress testing models and frameworks; are desired.
  • 10 -15 years on banking Relevant experience.
  • Fluent in English & French.
  • Advanced level of MS OFFICEE special EXCEL/ Access applications

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