Credit Risk Manager -Banking sector
We are seeking a highly skilled and experienced Credit Risk Manager to join Risk
management team.
The successful candidate will be responsible for assessing and managing credit
risk across different credit portfolios (e.g mortgages, credit cards, lombard loans, trade finance, personal loan and shipping finance) developing and implementing risk mitigation strategies and providing insightful recommendations to senior management.
• Develop and implement credit risk policies, procedures, and guidelines in accordance
with regulatory requirements, risk policy and best practices
• Develop and maintenance internal model for delinquencies and expected credit losses
estimating PD, LGD ( e.g impairment model for personal loan portfolio)
• Conduct analysis using market risk parameters (e.g VaR, ES, volatility) for collateral
underlying lombard loans
• Conduct for credit exposures capital absorption analysis and RWA optimization
according to Basel standards and FINMA regulation (nice to have)
• Manage counterpart risk monitoring credit limits, country risk and large exposure
• Monitor and report for credit exposures arise from counterparties derivatives
transactions warning, remediation actions etc
• Assess metrices and target in order to monitor ESG risk factors into credit portfolios (e.g
mortgages loans)
• Prepare various comprehensive business analytical reports to upper management,
Credit risk Committee, Audit & Risk Committee and documentation for the rating agency
in te context of annual company credit rating assessment and review
We are seeking a highly skilled and experienced Credit Risk Manager to join Risk
management team.
The successful candidate will be responsible for assessing and managing credit
risk across different credit portfolios (e.g mortgages, credit cards, lombard loans, trade finance, personal loan and shipping finance) developing and implementing risk mitigation strategies and providing insightful recommendations to senior management.
• Develop and implement credit risk policies, procedures, and guidelines in accordance
with regulatory requirements, risk policy and best practices
• Develop and maintenance internal model for delinquencies and expected credit losses
estimating PD, LGD ( e.g impairment model for personal loan portfolio)
• Conduct analysis using market risk parameters (e.g VaR, ES, volatility) for collateral
underlying lombard loans
• Conduct for credit exposures capital absorption analysis and RWA optimization
according to Basel standards and FINMA regulation (nice to have)
• Manage counterpart risk monitoring credit limits, country risk and large exposure
• Monitor and report for credit exposures arise from counterparties derivatives
transactions warning, remediation actions etc
• Assess metrices and target in order to monitor ESG risk factors into credit portfolios (e.g
mortgages loans)
• Prepare various comprehensive business analytical reports to upper management,
Credit risk Committee, Audit & Risk Committee and documentation for the rating agency
in te context of annual company credit rating assessment and review
- qualifications
Qualifications and Professional experience:
offered: open-ended contract directly employed by the bank.
• Bachelor and Master's degree (3+2) in Finance, Economics, Statistics or Mathematics.
P.h.D nice to have
• Minimum of 3 years of experience in credit risk management within the financial
services industry
• Strong understanding of credit risk principles, including credit scoring models and Basel
regulatory requirements
• Proficiency in financial analysis and modeling with strong IT skills and advanced
programming Knowledge (Phyton, R, SQL)
• Excellent communication and interpersonal skills, with the ability to effectively
collaborate with stakeholders at all levels
• Ability to work under pressure, set priorities and meet tiny deadlines
• Professional certifications such as FRM, PRM, CFA are a plus
It is required to be domiciled/resident in Switzerland (applications are also accepted from persons interested in moving to Switzerland).
