Tirane, Retail Risk Weighted Assets Officer – Retail Risk & Strategic Department

Retail Risk Weighted Assets Officer – Retail Risk & Strategic Department


Overall job definition :

Retail RWA Officer / A-IRB Approach is established under Retail Risk Strategic Management Department for the purpose of A-IRB RWA/Capital Requirements and Stress Testing.
Main responsibilities:

• Responsible for the calculation, reporting, reconciliation and analyses related to RWA & Capital Requirements results.
• Budgeting and forecast process for RWA and monitoring of targets achievement; performs all necessary analyses, checks, takes/ suggests the appropriate measures with final goal optimization of RWA.
A-IRB Stress Testing for Retail IRB portfolios on frequent basis in accordance with Group Directives and CRR.
• Preparation of the A-IRB estimates package & delivery to HO.
• Assignment of Risk Parameters for Retail A-IRB portfolios/products.
• Collaborates with the other stakeholders to ensure proper understanding and utilization of RWA.



Competencies / Skills :

• University degree in Economic / Economic Informatics
• At least 2 years of experience/ preferable in Banking Sector.
• Good understanding of basic statistical principles.
• Business experience in the implementation and usage of risk, like SAS and/or
other Statistical Modeling tools.
• Knowledge in the areas of bank solvency regulation, and/or of risk and capital
management (Basel II)
• Knowledge and experience in the Basel II A-IRB RWA calculation and Capital
• Requirements in accordance with CRR, CRD IV is an advantage.
• Working experience in DB engines Oracle, DB2, SQL Server 2000/2005 especially in data processing.
•Excellent communication skills; ability to work in team; creative.
Very good command of English.