Manager - Regulatory & Management Reporting.MGN Egypt - Risk management-ERM.Risk Management-MEGPCOE

Responsible for IFRS 9 ECL computation & reporting, Rating agency, other regulatory and management reporting.

•    Preparation of monthly IFRS 9 deck circulated to Senior Management.
•    Preparation of key IFRS 9 disclosures required to be published in the bank’s financials.
•    Submission of IFRS 9 overseas data / reports.
•    Single handedly handle RAROC data submission to Finance.
•    Play key role in ECL / RWA submissions to Rating Agencies.
•    Automation of regulatory reports & internal management reports like IFRS 9 monthly deck & transformation of existing manual processes.
•    Prepare IFRS9 Moody’s Input file, used for monthly ECL computation.
•    Consolidate the IFRS 9 ECL results on a monthly basis.
•    Perform Asset Reconciliation before and after IFRS9 ECL run.
•    Review Stage 2 criteria and monitor major exposure movements within the Portfolio.
•    Prepare ECL Accounting Entries to be passed in the system.
•    Participate in preparation of monthly ECL MIS reports used for Senior Management circulation.
•    Propose solutions for complex requirements during system enhancements / integrations.
•    Formulate and develop SOP’s / technical documents which illustrates the IFRS 9 reporting process.
 

•    Graduate in Statistical/Mathematical/ Economic/ Financial discipline
•    At least 8 years of experience in Risk Management and Portfolio Analytics. Exposure to Wholesale Risk related to IFRS 9, Provisions, Capital computation / Reporting and Regulatory reporting is preferred.
•    Hands on experience and conversant with various coding languages & tools –SQL, SAS, R and MS Office