Manager Data Quantification (AVP)

"The Nation's Bank", National Bank of Pakistan aims to support the financial well-being of the Nation along with enabling sustainable growth and inclusive development through its wide local and international network of branches. Being one of the leading and largest banks of Pakistan, National Bank of Pakistan is contributing significantly towards socioeconomic growth in the country with an objective to transform the institution into a future-fit, agile and sustainable Bank.

In line with our strategy, the Bank is looking for talented, dedicated and experienced professional(s) for the following position inthe area of Risk Management based in Karachi.

The individuals who fulfill the below basic-eligibility criteria may apply for the following position:

Position / Job Title:
Manager Data Quantification (AVP)

Reporting to:
Unit Head - Enterprise Risk Management Division

Educational /Professional Qualification:

• Minimum Graduation or equivalent from a local or international university / college / institute recognized by the HEC of Pakistan preferably in Economics, Finance, Data Analytics, Statistics, Mathematics or Risk Management

• Candidates having Masters and / or any other professional certification such as FRM and / or CFA and / or PRM and / or CA and / or ACCA and / or equivalent will be preferred

Experience:

• Minimum 06 years of experience in Banking and / or Risk Consultancy and / or Financial Institution out of which at least 03 years in Risk Management and / or Data Analytics and / or MIS and / or related functions

Other Skills / Expertise / Knowledge Required:

• Good understanding of enterprise risk management principles, IFRS 9, Basel framework, State Bank of Pakistan (SBP) Prudential Regulations, and global risk management best practices

• Strong analytical and quantitative skills with the ability to interpret large datasets and identify trends, exceptions, and risk drivers

• Proficiency in MS Excel and PowerPoint, data analytics, visualization, and Business Intelligence tools will be preferred

• Ability to work with cross-functional teams and manage deadlines

Outline of Main Duties / Responsibilities:

• To perform independent validation and periodic back testing of Obligor Risk Rating (ORR) models and outcomes to ensure accuracy, stability, and regulatory compliance

• To analyze key credit risk parameters, including Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD) and Expected Credit Loss (ECL) and support the preparation of related risk analysis and MIS

• To support the calculation and review of regulatory Credit Risk Weighted Assets (RWA) in accordance with the State Bank of Pakistan (SBP) Basel framework and applicable guidelines

• To assist in the preparation, review and reconciliation of regulatory and management information system (MIS) reports, including exception and variance analysis, for submission to management and SBP

• To contribute to the preparation of responses to regulatory inspections, internal audits, and external audit observations

• To assist in the compilation, validation, and reconciliation of data used for regulatory capital calculations and related MISs

• To support model governance activities, including documentation, model performance monitoring and periodic reviews in line with internal policies and regulatory guidelines

• To coordinate with relevant Business Groups, Finance, and IT teams for data validation and reconciliation

• To support ongoing enhancements to credit risk models and reporting frameworks by identifying areas for improvement

• To perform any other assignment as assigned by the supervisor(s)

Place of Posting:

Karachi

Assessment Interview(s)

Only shortlisted candidates strictly meeting the above-mentioned basic eligibility criteriawill be invited for panel interview(s).

Employment Type:

The employment will be on contractual basis for three years which may be renewed ondiscretion of the Management. Selected candidates will be offered compensationpackage and other benefits as per Banks Policy / rules.

Apply within 10 working days from the date of this job posting.

Applications received after due date will not be considered in any case. No TA / DA will be admissible for interview.

National Bank of Pakistan is an equal opportunity employer and welcomes applications from all qualified individuals, regardless of gender, religion, or disability.