Integrated stress testing

1 week ago

Cairo, Cairo, Egypt SSC HR Solutions Full time 10,000 - 20,000 per year

Description

Assist in the design, implement and ensure ongoing enhancement of CIB's integrated stress testing program

Review the Integrated Stress Testing Policy, and necessary documentation for the purpose of assessing the Bank's resilience to unfavourable shocks to formulate forward looking strategies to mitigate those shocks.

Review CIB Stress Testing & Reverse Stress testing reporting on periodical basis, to ensure efficient and accurate assessment of Stress testing impact on CIB's Financial Indicators and Capital. 

Assist in reviews of the stress testing results; where any deficiencies are documented and presented to management for review to support effective setting of Risk Appetite.

Assist in the modeling and implementation of Basel IRB and IFRS 9 projects, aligned with best practice and CBE Guidelines, including modelling the Probability of Default (PD) (Point in time (PIT) and Life Cycle PDs), in addition to IFRS9 Staging, LGD and EAD Modelling.

Review all collected required data from various lines of business within the bank to support the implementation of the Basel Probability of Default (PD) model initiation, maintenance and validation that provides the likelihood of a default over a particular time horizon, in addition to LGD and EAD Modelling.

Assist in enhancing Budgeting Methodology to account for the impact of the macroeconomic indicators on the bank financials.

Ensure smooth workflow with internal and external parties in terms of replying to various inquiries related to CBE and international best practices changing requirements regarding Stress Testing framework, Basel accords, & macroeconomic indicators

Assist in conducting a High-Level validation and back-test processes & procedures on the assumptions and results and then re-assess the adjusted modelling as necessary to test model forecasting power and data quality.

 10.   Assist in Board Risk Committee (BRC) administrative work including consolidation, and distribution of BRC packs to Committee members & attendees.

 Maintain Stress Testing Library.

Requirements

ualifications & Experience:

  • Bachelor's Degree in Accounting Finance, Statistics, Economics, Accounting.
  • Recommended Master Degree in Statistics.
  • Professional certifications such as FRM, PRM, CFA, FMVA or Similar are highly desirable.
  • Expert in MS Excel, Access, Word, and PowerPoint is a must.
  • Prior experience performing econometric and statistical modelling is highly recommended.
  • Proficient with computer programs such as EViews, Python, R is highly desirable.
  • Knowledge of Risk Management Principles and Basel Accords.

Skills:

  • Fluency in Arabic and English.
  • Strong analytical and problem- solving abilities.
  • Excellent Analytical, Communication and Interpersonal skills.

  • Performance Test Engineer

    4 days ago

    Cairo, Cairo, Egypt Systems Limited - Egypt Full time

    Job Summary:We are looking for a skilledPerformance Testing Engineerto join our team. The ideal candidate will be responsible for planning, designing, and executing performance tests to ensure the stability, scalability, and reliability of our systems. You will work closely with development, QA, and DevOps teams to analyze results, identify bottlenecks, and...

  • Test Engineer

    2 days ago

    Cairo, Cairo, Egypt WOREX TECHNOLOGY Full time

    WOREX Technology is a Regional IT services firm providing world class solution to regional leading organizations with an emphasis on Advanced Analytics, digital business automation, Performance Management, and ERP. WOREX provides On-premises and Cloud-based solutions. WOREX Technology has a well selected expert with more than 20-years proven track record of...

  • CBTC Integration Test and Validation Engineer

    1 week ago

    Cairo, Cairo, Egypt Hitachi Rail Full time

    About UsA career at Hitachi Rail will help create a legacy. With operations in every corner of the world, our work goes to the cutting-edge of digital transformation and technology. From the multi-cultural strength of our global organisation to the sustainable and innovative ways we work to bring people together, there's something for everyone to get stuck...

  • Integration Engineer

    1 week ago

    Cairo, Cairo, Egypt Orion Digital Solutions Full time 90,000 - 120,000 per year

    Orion Digital Solutions is a regional digital transformation and consulting company based in Heliopolis. Our mission is to be the leading digital transformation company in the region and a key enabler to the development of local businesses and regional economies. We have a team of professionals with extensive local and global experience across various...

  • Integration Engineer

    1 week ago

    Cairo, Cairo, Egypt Orion Digital Solutions Full time 120,000 - 240,000 per year

    Orion Digital Solutions is a regional digital transformation and consulting company based in Heliopolis. Our mission is to be the leading digital transformation company in the region and a key enabler to the development of local businesses and regional economies. We have a team of professionals with extensive local and global experience across various...

  • Integration Engineer

    2 days ago

    Cairo, Cairo, Egypt Orion Digital Solutions Full time

    Orion Digital Solutions is a regional Digital Transformation and Consulting Company based in Heliopolis. Our mission is to be the leading digital transformation company in the region and a key enabler to the development of local businesses and regional economies. We have a team of professionals with extensive local and global experience across various...

  • Senior Integration Engineer

    1 week ago

    Cairo, Cairo, Egypt BlueCloud Technologies Full time

    MAIN RESPONSIBILITIES:• Design, develop, and implement integration solutions that meet business needs and align with system architecture standards.• Develop, test, and maintain APIs (SOAP and REST) to support seamless system integration across platforms.• Analyze business requirements and translate them into detailed technical specifications through...

  • Senior Integration Engineer

    1 week ago

    Cairo, Cairo, Egypt BlueCloud Technologies Full time

    MAIN RESPONSIBILITIES:• Design, develop, and implement integration solutions that meet business needs and align with system architecture standards.• Develop, test, and maintain APIs (SOAP and REST) to support seamless system integration across platforms.• Analyze business requirements and translate them into detailed technical specifications through...

  • Senior Integration Engineer

    1 week ago

    Cairo, Cairo, Egypt BlueCloud Technologies Group Full time

    MAIN RESPONSIBILITIES:Design, develop, and implement integration solutions that meet business needs and align with system architecture standardsDevelop, test, and maintain APIs (SOAP and REST) to support seamless system integration across platformsAnalyze business requirements and translate them into detailed technical specifications through collaboration...

  • Senior QC – Performance Testing

    1 week ago

    Cairo, Cairo, Egypt innovaDigits Full time 60,000 - 120,000 per year

    About the jobCompany DescriptionInnovaDigits is a leading provider of outsourcing and digital transformation solutions, empowering public and private sector organizations to build expert teams, streamline operations, and achieve rapid growth. Established in 2014, we offer managed resources, business process outsourcing, recruitment services, and operational...