Job Summary

The incumbent will be responsible for supporting department in the implementation of Portfolio Risk Appetite framework at Group, Region, Country and various Portfolio levels, monitoring of Risk Appetite and Portfolio performance against Risk appetite metrics as well as taking Risk mitigating actions, ensuring underlying data and reporting processes are effective and accurate, recommending portfolio optimisation by facilitating economic capital Risk contribution concept and portfolio correlations, contributing to portfolio Risk project activities, embedding business objectives ascertaining Risk Appetite and tolerance as they relate to future strategy of the Bank, taking into account the Board’s overall degree of Risk aversion, current financial situation, and external market factors.

Therefore, experience in the following key points is essential:

• Credit Risk Models

• Portfolio Monitoring

• RAROC (Risk-Adjusted Return on Capital)

• Data Analysis and Problem Solving

Main Responsibilities

A. Shareholder & Financial: - - - - - - - -

Bring insightful judgment in the interpretation of Risk information and its impact on the business model of the

Bank.

Management of fundamental prudential Risks of the Bank’s credit Risk

Support in the oversight and formulation of advice to the Senior Management on the current Risk exposures of

the Bank and future Risk strategy with due consideration to the current and prospective macroeconomic and

financial environment.

Continuously rate / highlight the high Risk sectors/ industries/ customer segments and take adequate and timely

mitigating actions / recommendations to reduce, diversify, shifting of these Risks.

Assess independently from business line executives, and with due regard to materiality, whether a proposed

product launch or the pricing of Risk in particular transactions is consistent with the Risk tolerance determined by

the Senior Management.

Implements KPI’s and best practices for Portfolio Risk Performance.

Promote cost consciousness and efficiency and enhance productivity, to minimise cost, avoid waste, and optimise

benefits for the bank.

Act within the limits of the powers delegated to the incumbent.

B. Customer (Internal & External): - - - - -

Coordinate with Compliance to obtain updates on regulatory changes pertaining to Risk to assess their impact on

the Group’s different portfolio Risk profiles.

To assist customers in all their queries on Bank’s product and seek solution to their requests.

Maintain activities in accordance with Service Level Agreements (SLAs) with internal departments/units to achieve

improvements in turn-around time.

Build and maintain strong/effective relationships with related departments/units to achieve the Group’s objectives.

Provide timely/accurate data to external/internal Auditors, Compliance, Financial Control and Risk when required.

C. Internal (Processes, Products, Regulatory): - - - - -

Review and propose necessary changes to the existing portfolio management techniques and procedures for the

domestic and overseas business in light of changing market conditions based on Basel Committee

recommendations/ other best practices and QCB or any host regulator regulations and guidelines to ensure that a

sound environment for identifying, assessing, measuring, monitoring and controlling Risk is in place.

Introduce a mechanism for periodic reporting of the Group’s portfolio quality trends to the relevant management

levels.

In coordination with Credit, and other division heads, oversee the establishment of a portfolio limits structure

(sector, industry, product, currency, country, region etc.) for the Group for approvals and for managing the Risk

concentrations.

In coordination with different bodies in the Bank ensure availability of the necessary tools, systems, and MI reports

adequate for monitoring of limits that relate to borrowers, counterparties, cross-border Group entities and more

specifically excess over limit, past due loans, expired facilities, classification of advances per credit rating criteria,

related party exposure and credit concentration, .

Assist in identifying undue Credit Risk concentrations and in implementing new Portfolio Credit Risk Management

technologies. Reviews credit concentrations by asset segmentation in terms of credit facilities, industry sectors,

past due ageing and collateral coverages,

D. Learning & Knowledge: - Possess superior knowledge of portfolio credit Risk Management best practices including but not limited to

pertinent Basel II & Basel III Framework. - Proactively identify areas for professional development of self and undertake development activities. - Seek out opportunities to remain current with all developments in professional field.

E. Legal, Regulatory, and Risk Framework Responsibilities: - Comply with all applicable legal, regulatory and internal compliance requirements including, but not limited to,

Group Compliance Policies and Procedures (AML & CTF, Sanctions Policy, Data Protection Policy, Fraud Control

Policy, Whistle Blowing Policy, Conflict of Interest and Insider Dealing Policy). - Understand and effectively perform your role under the Three Lines of Defence principle to identify measure,

monitor, manage and report risks. - Ensure systematic good outcomes for clients in accordance with Conduct Risk policy. - Support the framework of RCSA, KRI, Incident reporting and remediation, as appropriate, in accordance with the

Operational Risk Management requirements. - Maintain appropriate knowledge to ensure full qualification to undertake the role. - Complete all mandatory training provided by the Bank, attain, and maintain the required levels of competence. - Attend mandatory (internal and external) seminars as instructed by the Bank.

F. Other: - Ensure high standards of data protection and confidentiality to safeguard commercially sensitive information. - Maintaining utmost confidentiality concerning customer and internal bank information obtained during the course

of business and provide such information on a need to know basis only to Senior Management of QNB, Audit and

Compliance functions, and relevant Regulators. - Maintain high professional standards to uphold QNB's reputation and to strengthen its market leadership position. - All other ad hoc duties/activities related to QNB that management might request from time to time. - Has the ability to develop, plan, and implement short-and long-term goals. - Can work independently but at the same time could be a strong team contributor.

Education and Experience Requirements

- Bachelor’s degree preferably with a Major in Marketing, Banking, Finance, Accounting, Economics, Business Administration or Information Technology (related field of study). - Professional certification such as FRM, CPA, and CFA etc. is a plus. - At least 10 years of experience in international banking with specific focus on Credit Risk & Portfolio Management.