Full Time
Posted 3 years ago
JOB TITLE: Principal Quantitative Risk Officer, PGRF3
Reference: ADB / 19 / 243 / 2
LOCATION: Abidjan, Cote d’Ivoire
Grade: PL4
Position N°: 50000848
The Complex
- The President, plans, supervises and manages the business of the Bank Group. Under the direction of the Boards of Directors, the President conducts the business of the Bank and the African Development Fund and manages operations and activities in accordance with the Agreements establishing the ADB and the ADF.
- The President supervises several Departments and Units including Office of the President (PRST0); Independent Development Evaluation Department (BDEV); Integrity and Anti-Corruption Department (PIAC); Compliance Review and Mediation Unit (BCRM); Secretariat to the Sanctions Appeals Board (BSAB); Administrative Tribunal (BATR); Office of the Auditor General (PAGL); Group Risk Management Directorate (PGRF); General Counsel and Legal Services Department (PGCL); Communication and External Relations Department (PCER); Staff Integrity and Ethics Office (PETH) and Office of the Secretary General & General Secretariat(PSEG).
Selection Criteria
Advertisements
- Holds at least a Master’s degree in Financial Engineering, Quantitative Finance, Applied Finance or a related field.
- Have a minimum of six (06) years of relevant experience in a financial institution or a consulting role, with at least five (5) years in regulatory capital or economic capital management. Experience with an MDB with emphasis on quantitative risk is an advantage.
- In-depth knowledge of credit risk management techniques, capital adequacy requirements, International Financial Reporting Standards, Basel Standards, quantitative financial and risk modelling tools.
- Hands-on experience in credit risk (PD, LGD and EAD) and economic capital models design, management and implementation is required
- Hands-on experience in the preparation of capital adequacy policies and/or reports for an MDB or a financial institution.
- Hands-on experience in modelling, maintaining and updating of software or models for regulatory capital or economic capital.
Deadline: April 3, 2021
Job Features
Job Category | Administration/ Office/ Operations |