The Position
The overall purpose of Principal Quantitative Risk Officer is to identify and monitor credit and market risks, review and ensure the integrity of quantitative risk models, determine the Bank’s economic and capital adequacy, and the reasonableness of their assumptions. The selected candidate should ensure compliance with the Bank’s risk management guidelines, capital adequacy policy, International Financial Reporting Standards 9 requirements, and formulate, review and update credit and market risk policies, guidelines and procedures.
Duties and responsibilities
Under the supervision of the Division Manager, the responsibilities of the Principal Quantitative Risk Officer are:
Selection Criteria
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