Credit Risk Officer (OG- I / AVP)

National Bank of Pakistan, 'The Nation's Bank', 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. The Bank is looking for talented, dedicated and experienced professionals for the position of Credit Risk Officer (OG- I / AVP) in the area of Risk Management. This is a 3-year contractual position that may be renewed at the discretion of the Management, based at Karachi.

Key Responsibilities

• • Perform independent validation and periodic back-testing of Obligor Risk Rating (ORR) models and outcomes to ensure accuracy, stability, and regulatory compliance
• • Demonstrate a sound understanding of credit risk concepts, including Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), and Expected Credit Loss (ECL), along with their underlying methodologies and assumptions
• • 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
• • 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
• • Contribute to the preparation of responses to regulatory inspections, internal audits, and external audit observations
• • Assist in the compilation, validation, and reconciliation of data used for regulatory capital calculations and related MIS's
• • Support model governance activities, including documentation, model performance monitoring, and periodic reviews in line with internal policies and regulatory guidelines
• • Coordinate with relevant Business Groups, Finance, and IT teams for data validation and reconciliation
• • Support ongoing enhancements to credit risk models and reporting frameworks by identifying areas for improvement
• • Perform any other assignment as assigned by the supervisor(s)

Requirements

• ✓ Minimum graduation or equivalent from a local or international degree granting institution recognized by the HEC of Pakistan
• ✓ Master's degree (preferred)
• ✓ CFA qualification or relevant certification (preferred)
• ✓ Minimum 4 years of experience in Enterprise Risk
• ✓ Experience in Risk Modelling
• ✓ Experience in Risk Consulting Services
• ✓ Analytical skills in Excel
• ✓ Analytical skills in Power BI and other data visualization tools
• ✓ Understanding of credit risk, portfolio analytics and risk modeling
• ✓ Ability to work with cross-functional teams
• ✓ Ability to manage deadlines

Skills & Expertise

What We Offer

• ✓ 3-year contractual position (renewable at Management discretion)
• ✓ Compensation package as per Bank's policy
• ✓ Benefits as per Bank's policy / rules
• ✓ Opportunity to work with a leading Pakistani bank
• ✓ Professional growth in credit risk management
• ✓ Exposure to advanced risk modeling and regulatory frameworks
• ✓ Contribution to National Bank's risk management framework