For CR:
Key Responsibilities:
Credit risk (ba<x>sel II requirements and industry practices)
Credit risk management processes and infrastructure
Quantitative methods and tools supporting credit risk measurement
Financial product/derivatives valuation and operations
Undertake research into capital, stress testing and RAROC methodologies and statistically ba<x>sed portfolio management techniques and recommend, implement and manage the chosen methodologies.
Support the validation and enhancement of PD, LGD and EAD methodologies that comply with the requirements of the New ba<x>sel Capital Accord.
Develop and implement counterparty risk measurement and management policies, procedures and reporting;
Develop and implement quality control and efficiency measures in data sources and processes.
For ORG:
Key Responsibilities:
Banking risk management re-organization
Banking organization management (basel II requirements)
Banking capital management methodology and implementation.
