Manager - Risk
Policies & Analytics Unit
Confluence International HR (CIH)
Kuwait
Job Purpose:
- To identify various credit risks and develop and / or enhance models for
measuring and quantifying various credit risks.
- To maintain and / or enhance credit grading model and perform periodic validation of credit rating model.
- To periodically review / enhance obligor grading and facility grading methodology.
- To periodically analyse the obligor grading output inorder to ensure compliance with Basel’s IRB requirements.
- To perform calibration of probability of default and to develop LGD database.
- To periodically analyse credit portfolio and to monitor and report the internal credit risk limits.
- To maintain and / or enhance credit grading model and perform periodic validation of credit rating model.
- To periodically review / enhance obligor grading and facility grading methodology.
- To periodically analyse the obligor grading output inorder to ensure compliance with Basel’s IRB requirements.
- To perform calibration of probability of default and to develop LGD database.
- To periodically analyse credit portfolio and to monitor and report the internal credit risk limits.
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