Essential Duties (Major responsibilities of this position)Build the risk analytics infrastructure within the Company including delinquency analyses, credit & operational losses measurement, portfolio concentrations. Being responsible in building, monitoring and validating risk rating models and credit scoring methodology for each business segment. Assessing the risk adjusted return for each business segment to assess the risk reward of the portfolio. Conduct stress testing for macroeconomic trends and their impact on the business and other risk factors including market, liquidity & expected losses. Support the management in identifying the risks involved in the business by data mining and analysis. Building macroeconomic models to predict the impact on various business sectors during different economic cycles. Establish a credit scoring methodology to establish a risk rating for each customer in the portfolio. Identify risks and opportunities in the credit policy based on the performance and risk adjusted return of different demographics in the portfolio (segments, salary bands, ages, etc.). Build the methodology of the portfolio risk management tools such as VAR for market and credit risk. Sole responsibility of managing, updating and validating the expected losses models to achieve a satisfactory level of provision for each business line and portfolio. Building risk models to identify the unexpected losses related to credit & operational risks. Lead the automation of the expected losses model in the Company’s system for more efficiency. Conduct an annual, or as needed, review on the Expected losses models to be aligned with market and regulatory requirements. Work directly with CFO & CRO in reporting related to provisioning and IFRS reporting related to the Company and the regulator. Prepare and manage expected losses methodology related to credit, operational, fraud and market risks losses to be consistent with best practices and SAMA regulation. Assess in establishing the credit scoring models and risk rating for the company’s customers. Prepare portfolio reporting that highlights the Key Risk Indicators within the lending portfolio. Support credit operation and collection in identifying early warning signals in credit and operation related to the portfolio. Prepare ad-hok analysis and/or reporting required by the management or committees related to different risk areas. Compliance & Credit Risk Control: Prepare and review all SAMA required reporting related to Risk management in regular base to be submitted to the management. Participate in financial statement preparation with CFO & CRO with focus on IFRS standards related to provisioning accounting
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