Unit Head Risk Analytics

at Habib Bank Limited
Location Karachi, Pakistan
Date Posted January 17, 2021
Category Banking / Financial Services Jobs in Pakistan
Job Type Full-time
Education Requirement Bachelors/Masters
Career Level Mid-Senior level
Experience 7 Years
Base Salary Competitive Salary
Street address Karachi

Description

Unit Head Risk Analytics - (21000002)
Description

 "JOB PURPOSE

To lead the Risk Analytics unit responsible for in-house development, maintenance and revision of all credit and operational risk models for HBL. This includes development of statistical models and scorecards for HBL’s Corporate, Commercial, Retail, Islamic, FI and International portfolio on the basis of historical data. The unit is also responsible for risk data collection, aggregation and cleansing required for conducting advanced analytics & modelling.

Description §  Development, maintenance and revision of risk models for borrowers in Corporate, Commercial, Retail, Rural, Islamic, FI, International and Structured Credit using in-house data, expert judgment & statistical modeling techniques. §  Development of Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (PD, LGD, EAD) estimates that will be used for IFRS 9 ECL calculation. §  Development of statistical models for operational risk. §  Development of risk based pricing models (RORAC). §  Responsible for risk data collection, aggregation and cleansing required for conducting advanced analytics & modelling. §  Work on statistical software to input, store, retrieve & use data for statistical modeling, analytics and machine learning. §  Lead the analytics team to independently handle all analytics related work for Corporate, Commercial, Retail, Islamic, FI, International and Structured Credit.

" 

Qualifications

 "Minimum qualifications:

  • Bachelors in Statistics / Mathematics / Actuarial science. MBA/MSC or relevant certifications such as FRM preferred.

 

Minimum experience:

  • At least 7 years’ experience in a Financial Institution, preferably in a bank.

" 

Primary Location

: PK-SD-Karachi

Work Locations

: 

7041-HBL Tower 
G-4 Block -7 KDA Scheme # 5 , Near Teen Talwar, Clifton Karachi 
 Karachi 
Function: Risk Management
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