AVP, Data Quantification — Risk Analytics Lead

Recruit AI; Karachi Division; On-site; PKR 3,000,000 - 6,000,000; Full time

Job summary

National Bank of Pakistan invites applications for the role of Manager Data Quantification (AVP) in Karachi. The ideal candidate will bring 6+ years in Banking/Risk, with strong data analytics and risk model validation experience.

The role involves regulatory capital calculations, MIS reporting, and cross-functional collaboration across Finance, IT and Risk groups. Based in Karachi, the position is contract-based for three years with potential renewal.

Qualifications

• Strong analytical and quantitative skills; interpret large datasets and identify trends
• Good understanding of enterprise risk management principles, IFRS 9, Basel framework, SBP regulations
• Proficiency in MS Excel and PowerPoint; data analytics, visualization, and BI tools preferred

Responsibilities

• Perform independent validation and back testing of Obligor Risk Rating (ORR) models and outcomes
• Analyze key credit risk parameters (PD, EAD, LGD, ECL) and support MIS risk analysis
• Support calculation and review of regulatory Credit Risk Weighted Assets (RWA) per SBP Basel framework
• Assist in preparation and reconciliation of regulatory MIS reports for management and SBP
• Contribute to responses to regulatory inspections and audits
• Assist data compilation, validation, and reconciliation for regulatory capital calculations
• Support model governance activities and documentation
• Coordinate with Business Groups, Finance, and IT for data validation
• Assist enhancements to credit risk models and reporting frameworks
• Perform other duties as assigned by supervisors

Skills

Analytical thinking

Cross-functional collaboration

Deadline management

Education

Graduation or equivalent

Masters or professional certifications (FRM CFA PRM CA ACCA)

Tools

MS Excel

PowerPoint

BI tools / Data visualization

Job description

National Bank of Pakistan invites applications for the role of Manager Data Quantification (AVP) in Karachi. The ideal candidate will bring 6+ years in Banking/Risk, with strong data analytics and risk model validation experience.

The role involves regulatory capital calculations, MIS reporting, and cross-functional collaboration across Finance, IT and Risk groups. Based in Karachi, the position is contract-based for three years with potential renewal.