Hellenic Bank Public Company Ltd

New recruitment opportunities with Group Hellenic Bank

3 Oct 2017

Hellenic Bank Public Company Ltd, the second largest bank in Cyprus, is seeking to recruit a Senior Officer in Model Validation to join the Enterprise Risk Management & Governance Department of the Group Risk Management Division.

 

Candidate Profile:

 

Minimum Qualifications

 

  • At least 4 years previous experience in Risk Management or Consulting with specialization in testing, implementing and validating statistical/financial models
  • Bachelor’s degree and/or Master’s degree in a related Quantitative field such as statistics, econometrics, financial modelling
  • Understanding of finance, econometrics, statistics and credit risk related issues
  • Analytical skills and deep understanding of stress testing in financial institution such as ICAAP, ILAAP and other Capital and Operational risk stress tests.
  • Deep understanding, designing and implementation experience in enterprise risk, risk appetite and risk policies framework
  • Knowledge of Basel III (Pillar I/RWA methodology and Pillar II) is considered as a strong advantage
  • Project Management skills considered as an advantage
  • Proficient in advance MS Excel skills, Word, PowerPoint and Outlook
  • Knowledge in SAS, SQL, MatLab, R, VBA code is considered as an advantage
  • Organized, analytical and able to readily interpret data
  • Self-starter and confident, good communication skills, willing to develop and lead projects to completion, requiring some supervision
  • Track record of successfully supporting management at all levels with reporting and analytics, decision support and presentation materials
  • Strong communication, negotiation and interpersonal skills and good team player - ability to engage with people (internal and external) at all levels
  • Fluency in English and Greek language

 

 

 

Main Responsibilities of the successful candidate:

  • oversight and responsibility for model risk including model governance, model validation, model quality and model performance monitoring
  • Participate in development of stress testing, model validation frameworks and strategies, policies and processes within the risk domain to ensure risks are properly managed, in compliance with regulatory requirements and in line with best practice to promote proper governance
  • Develop alternative model approaches to assess model design
  • Understand technical issues in statistical modelling and apply these to assess model risk
  • Communicate technical issue clearly and concisely via model validation reports and presentations, to individuals from various backgrounds
  • Closely collaborating with the Strategy, Capital and Analytics team and other Risk functions, Group Finance, Internal Audit and other related teams to minimize model risk, adherence to the governance framework and timely closure of validation issues
  • Under the supervision of the Head of ERM&G, ensure that related frameworks, policies, processes and systems are approved following a proper governance process and are reviewed within prescribed time intervals
  • Support the proper implementation of cross-departmental projects for which Group Risk Management Unit is a key stakeholder such as ICAAP, ILAAP, Recovery Plan, System related projects and others as decided by the Chief Risk Officer

Applications:

 

Applicants must complete the Online Application Form, which can be found on the Bank's Official website, noting the following code ERM20172 which refers to this specific recruitment process. Candidates that have submitted an application to Hellenic Bank in the past and meet the requirements of the above position must fill a new application.

 

Benefits
An attractive remuneration package will be offered to the successful candidate according to qualifications and experience.

 

Deadline for submitting applications: 10 October 2017

All applications will be handled in strict confidence.

Please note that only successful candidates will be contacted.

 

For additional information, you may get in touch with Leda Xerou (HR Business Partner) on 22500713.

Application Form




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