Senior Credit Risk Manager

As a Senior Credit Risk Manager at ASN Bank, you will play a key role in managing and overseeing the bank's credit risk profile in alignment with its sustainable financial mission. You will be responsible for defining and maintaining the credit risk management framework, analyzing credit portfolio performance, and ensuring strict compliance with regulatory standards such as IRB, IFRS9, and CRR. Key responsibilities include designing and performing credit stress testing, managing credit portfolio modeling, and integrating ESG risk parameters into the core credit assessment processes. You will collaborate closely with quantitative analysts to review risk parameters (PD, LGD, EAD) and utilize data-driven insights to advise senior management on risk appetite and portfolio steering. Candidates are expected to possess strong analytical capabilities, working knowledge of credit risk methodologies, and familiarity with statistical tools like Python, R, or SAS to evaluate credit risk models effectively.