Risk analysis by providing sophisticated credit risk measurement tools. Design, develop and test tools for credit risk measurement, including the development of a CRR model used for risk rating. Rating for PD estimation, model development and parameter estimation for LGD and EAD calculations.

• Develop and implement portfolio management measures and procedures tocontrol and monitor performance
• Develop and implement quantitative risk management routines such as Value at Risk (VAR), stress testing and simulations
• Perform loss-forecasting and develop risk-adjusted profitability models forvarious segments
• Create portfolio management reports for Senior Management

• Good systematic thinking with strong knowledge in global economic analysisand forecasting
• Well organized, team-work oriented and work well under pressure isrequired
• Excellent personality, self-motivated and proactive
• Good Communication and presentation skills, including ability to interface with executive management