Lending and Market Risk Analyst at KCB, Kampala, Uganda

Job Description

The job has a dual purpose in both credit and market risk to provide a detailed insight analysis into the bank’s Credit portfolio, Liquidity and Market risk.

Key Responsibilities
 Credit Risk

Perform independent portfolio level analysis and stress tests on exposures, single obligor limit, large exposures (as defined by Bank of Uganda), risk ratings and various credit concentrations.
Monitor total credit risk exposure to be within the capital requirement with focus on management of non-performing loans, loan loss and provisioning and ensure compliance with all relevant frameworks including the Basel II/III and ICAAP.
Independently validate credit quality through checking credit classification, non-performing loans, specific provisions, interest in suspense and stress testing.
Pro-actively analyze data for trends &/ exceptions to inform management’s decision making to support business growth.
Ensure the credit procedures and policies are aligned to KCBU policies and procedures and the regulatory requirements in Uganda.
Undertake analysis of documenting the actual default statistics (Probability of Default, Loss Given Default, and Exposure at Default) experienced with a view to confirming the risk ranking capabilities and calibration of the credit risk rating framework to be able to predict any future occurrences in the same areas.
To develop and implement stress testing framework by defining stress scenarios and sensitivity analysis and indicating recommendations to mitigate risks that might arise from adverse scenarios and Maintain credit risk models and risk estimates that will be used by business units in day-to-day decision making.
Evaluate and review credit risk decision models and associated procedures to ensure credit risk decision tools used are powerful and appropriately discriminate risk.
Report incidences of violations of policies and track all exceptions for reporting to management, KCBU Risk Management and Board Risk Committee.
Ensure credit risk reporting requirements are observed including the adoption of Risk Monitoring toolkits i.e. RCSA.
Ensure all applicable limits and ratios approved internally and/or regulatory are observed and report any potential/ Actual breaches to Management, Group Risk and Board Risk as applicable.
Prepare Lending risk report(s) for management, BRC and Group.
Market Risk

Conduct liquidity risk analysis, stress tests and monitor compliance with all regulatory liquidity ratios with view of informing future action to avoid any breaches.
Monitor factors that affect liquidity risk in the industry/ market and translate the attendant risks into value adding recommendations/ mitigants for the bank.
Conduct interest rate risk analysis, sensitivity analysis and stress tests to provide recommendations to guide on avoidance of any exposures.
Conduct foreign currency risk analysis, net open positions, foreign exchange exposure limits, and monitor Dealers’ limits, Counterparty limits and other internal limits to report any potential/ actual breaches.
Develop and review asset and liability management policies and procedures and market risk manuals to ensure they are in place and remain valid.
Ensure all exceptions including their rationale is documented/maintained and must carry expiration or review date.
Review and report all market risk exceptions and ensure they are properly documented/ maintained with relevant approval and carry expiration or review date.
Monitor to ensure all deals beyond dealer limits are approved by appropriate authority.
Provide recommendations in the form of possible scenarios to ensure the bank remains liquid by projecting the cash flows and initiating funding actions to avert negative liquidity situations.
Prepare market risk reports for management (ALCO), BRC, Board ALCO and Group.