Risk Manager

This Risk Manager role is part of the Risk Measurement team and is responsible for the monthly calculation and reporting of Risk-Weighted Assets (RWA) and regulatory capital adequacy. You will develop, calibrate, and implement credit risk models estimating Probability of Default (PD) and Loss Given Default (LGD), and build quantitative tools to forecast potential credit losses. The role requires ongoing analysis of credit portfolio trends, early warning indicator monitoring, and the delivery of stress testing exercises under various economic scenarios. You will also be responsible for maintaining credit risk data integrity, delivering internal and external regulatory reports, and calculating economic capital within the ICAAP framework. Experience with SAS, SQL, or Python for data analysis is a core requirement.