The Credit Risk Management team plays a vital role in ensuring regulatory compliance with risk related legislation and providing data-driven insights into the credit risk profile of the organization. The successful candidate will focus on tasks related to the calculation of the Basel II/III capital adequacy ratio (CaR), IFRS9 Expected Credit Loss (ECL) calculation, and comprehensive credit risk reporting.
Position Overview
We are seeking a motivated and detail-oriented professional to join our Credit Risk Management team. This is a full-time on-site role for a Credit Risk Specialist at Türk Ticaret Bankası located in Ataşehir / İstanbul.
Key Responsibilities
- Basel II/III CaR Calculation
- Assist in accurate calculation and analysis of risk-weighted assets (RWA).
- Regularly monitor RWA and advise on measures to optimize the Bank's capital structure while complying with regulatory requirements.
- Ensure compliance with regulatory CaR standards under Basel II guidelines.
- Active participation in the design and implementation of Basel II and Basel III regulatory capital management systems for automating CaR calculations and reporting.
- Contribute to stress testing and scenario analysis for CaR regulatory reporting.
- IFRS 9 Expected Credit Loss (ECL)
- Active participation in the design and implementation of IFRS9 provision systems for automating ECL calculations and reporting to improve efficiency and reduce operational risk.
- Assist in performing end-to-end ECL calculations in compliance with IFRS 9 standards, ensuring accuracy in provisioning across different stages (Stage 1, Stage 2, and Stage 3).
- Active participation in PD, LGD, EAD modelling and embedding forward-looking macroeconomic indicators to them.
- Conduct sensitivity analyses to understand the impact of changes in assumptions and scenarios on ECL calculations.
- Provide detailed variance analysis to explain movements in credit loss provisions between reporting periods.
- Monitor macroeconomic variables and their impact on ECL projections.
- Credit Risk Reporting:
- Prepare and deliver periodic credit risk reports for senior management and regulatory authorities.
- Develop and maintain dashboards and data visualizations to provide insights into credit risk trends.
- Ensure the accuracy, completeness, and timeliness of all reports.
- Data Management and Analysis:
- Leverage SQL, MS Access, and MS Excel for data extraction, transformation, and analysis.
- Automate processes to enhance efficiency in data handling and reporting.
- Maintain data integrity and consistency across systems.
Qualifications and Skills:
- Bachelor’s degree in statistics, econometrics, mathematics, finance, economics, or engineering.
- At least 2 years of hands-on experience in roles involving Basel II capital adequacy calculation, and/or IFRS 9 Expected Credit Loss modeling, and/or credit risk reporting.
- Proficiency in SQL, MS Access, and MS Excel (including advanced functions and VBA). Experience with other analytical tools is an advantage.
- Good command of written and spoken English, with the ability to communicate complex technical concepts clearly and effectively.
- Strong understanding of Basel II/III regulatory requirements and IFRS9 directives.
• Years of Experience
More than 2 years of experience
• Level of Education
Bachelor’s(Graduate), Master’s(Student), Master’s(Graduate)
• Languages
English(Reading : Good, Writing : Good, Speaking : Good)
