Manager, IFRS9 Modelling and Reporting ATM Hardware Engineer Demand Manager

The Position: 
The holder of this position is primarily responsible for the actual running of KCBK and Group subsidiaries’ IFRS 9 Models, collect advances data (Report 1, PR-4, Credit cards, MKCB and Mobi) for model runs, ensure monthly update on Corporate Internal Risk Rating & IFRS9 CBK returns and Calculate model assumptions for Probability of Default, LGD, EAD, cure RATES.
Key Responsibilities:

Actual Running of KCBK and Group subsidiaries’ IFRS 9 Models.
Collect Advances data (Report 1, PR-4, Credit cards, MKCB and Mobi) for model runs.
Ensure monthly update on Corporate Internal Risk Rating and IFRS9 CBK returns.
Calculate model assumptions.
Provide impairment breakdown by Segment, Business line and branch level and Subsidiary level.
Data clean up in preparation for model runs.
Preparation of off-balance sheet data for Model runs.
Support IFRS 9 Technical committee with recommendations for model enhancement.
Support Early Alert Committee with Reports and scenario building and stress tests.
Offer support in External and Internal Audit engagement with respect to IFRS9 model quality assurance, validation, and accuracy controls.
Prepare IFRS 9 Listing for CBK returns.
Ensure LGD base data is updated in the core systems and validated.
Liaise with stakeholders for model output review.
Prepare the sensitivity reports, simulations and scenario building and projections.

The Person:
For the above position, the successful applicant should meet the following criteria:

A degree in Accounting, Finance, Economics, Statistics, Physics, Actuarial Science, Mathematics, or any quantitative related fields.
CPA(K), CFA or ACCA will be added advantage.
Minimum of 2 years’ experience handling large data sets in Finance, Credit or in as an Actuary on a day-to-day basis in a top tier bank or supporting a top tier bank in Kenya.
Minimum of 3 years of working experience in General Banking or Credit Or Credit Risk Management or Finance.
Understanding of Credit facilities offered by banks and their risk profiles.
Working knowledge of SQL scripting using any tools SQL developer, or any other applicable tools on a day-to-day basis.
Experience running Alteryx or any BI tool for IFRS9 modelling is a distinct advantage.

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