TEAM LEAD, RISK STRATEGY AND ASSESSMENT
The role is tasked with developing and update of the bank’s ICAAP, CAR, RRP, DSIB, Stress Test reports and other Basel related guidance The role is responsible for leading a team charged with the following responsibilities among others:
• Implementation of Basel II/III in line with regulatory directives
• Preparation of internal capital adequacy assessment process (ICAAP)
• Development and review of the Recovery and Resolution Plan (RRP)
• Rendition of statutory Domestic- Systemically Important Banks (DSIB) reports to CBN.
• Validation, stress testing and documentation of risk models and assumptions.
• Calculation of capital adequacy ratio (CAR) for the Bank
• Calculation of the risk-based pricing for commercial exposures
• Updating risk charges used by the bank for business segments budgeting.
• Support implementation and validation of Obligor Rating system (PD, LGD, EAD estimation)
• Stress Testing
• Other projects and tasks as assigned by the Head, Risk Measurement and Special Project
The Team Lead, Risk Strategy and Assessment is a position in the organisation that is part of Risk Measurement and Special Projects Group, reporting directly to the Head, Risk Measurement and Special Projects.
Bachelors (B.sc, B.Ed, B.eng, B.Arts)
Preferred years of experience