Manager AIRB
Investec
Total des années d'expérience :8 years, 5 Mois
Perform credit risk profile reporting to the Board Risk and Compliance committee,
To co-ordinate any self assessment and quantitative impact studies to be performed by the bank on Credit Risk related issues (e.g.: capital adequacy, provisioning)
Oversight of the Group Credit Risk Management Framework, Impairment Framework, Policy and Procedure document, ICAAP framework;
Critical involvement with both Internal and External Audit around both finance data and credit reporting ie: substantive audit and review of processes, recons, reports, analyses etc. for the returns submitted to the SARB as well as external reporting;
To control the Pillar 3 / Annual Financial Statements disclosure process for credit risk by providing complete and accurate information into the process and reviewing for finalisation;
Strategic forecasting and budgeting i.t.o advances and profit growth. Funds transfer pricing, capital planning, Performance Measurement and Management (Economic Value Added / NIACC)
Concentration Risk framework (drawing up, implementation and execution of the framework and policy, and subsequent monitoring and adherence to the Board Approved framework which involves :Term Sheet Collation, Exposure Monitoring and Capital Optimisation)
Responsible for management of a team accountable for the reporting of Capital and other related information as required by South African Reserve Bank regulations, as well as Barclays in terms of their requirements to the Financial Services Authority.
Completion, analysis and review of SARB Capital Returns
Accountability: Completion, analysis, review of FSA returns
Produce monthly review packs and templates for internal reporting purposes.
Participating in supervisory practices in relation to credit risk in banks, including inspecting banks’ risk appetite and management practices with respect to credit risk, ICAAP, credit risk on-site meetings and prudential meetings.
Ensuring banks’ compliance with regulations governing credit risk
Developing analytical methods to analyse and interpret risk-based regulatory data submissions
Monitoring banks exposure to credit risk, as reported to the BSD under the standardised and internal ratings-based approaches
Lead teams on thematic reviews undertaken in the market for e.g.: Commercial Property Finance Thematic review, Unsecured lending Thematic review, Impairment thematic review
Developing and maintaining regulations and instructions governing statutory
Curriculum Vitae - Y Y Harkha
requirements for credit risk, Liquidity risk and Capital adequacy
Perform credit risk profile reporting to the Board Risk and Compliance committee,
To co-ordinate any self assessment and quantitative impact studies to be performed by the bank on Credit Risk related issues (e.g.: capital adequacy, provisioning)
Oversight of the Group Credit Risk Management Framework, Impairment Framework, Policy and Procedure document, ICAAP framework;
Critical involvement with both Internal and External Audit around both finance data and credit reporting ie: substantive audit and review of processes, recons, reports, analyses etc. for the returns submitted to the SARB as well as external reporting;
To control the Pillar 3 / Annual Financial Statements disclosure process for credit risk by providing complete and accurate information into the process and reviewing for finalisation;
Strategic forecasting and budgeting i.t.o advances and profit growth. Funds transfer pricing, capital planning, Performance Measurement and Management (Economic Value Added / NIACC)
Concentration Risk framework (drawing up, implementation and execution of the framework and policy, and subsequent monitoring and adherence to the Board Approved framework which involves :Term Sheet Collation, Exposure Monitoring and Capital Optimisation)