Manager – IFRS 9, Portfolio Analytics & Reporting

General

Job Title:  Manager – IFRS 9, Portfolio Analytics & Reporting
Reports to:  Head of Credit Underwriting
Function level:  Manager
Department:  Credit

Basic purpose

The Manager – IFRS 9, Portfolio Analytics & Reporting is responsible for providing high-quality credit portfolio analytics, IFRS 9/ECL oversight, management information and forward-looking portfolio insights to support informed credit and business decisions at Equity Bank Tanzania.

Main duties and responsibilities

• Coordinate the Bank’s credit portfolio analytics and reporting activities.
• Manage IFRS 9 Expected Credit Loss (ECL), Monitor ECL movements by:
  • Product
  • Segment
  • Branch
  • Sector
  • Customer type
  • Risk grade
  • Vintage
  • Stage
• Analyse significant increases in credit risk (SICR).
• Analyse the key ECL drivers, including:
  • Probability of Default (PD)
  • Loss Given Default (LGD)
  • Exposure at Default (EAD)
  • Discounting
  • Forward-looking economic scenarios
  • Macroeconomic assumptions
• Provide portfolio-level analysis supporting Finance and Risk in ECL calculation and reporting.
• Identify unusual or unexpected movements in ECL and provide explanations to management.
• Support periodic IFRS 9 model performance reviews and validation exercises.
• Ensure portfolio data for portfolio analysis calculations is accurate, complete and reconciled.
• Track cures and movement among loan stages back to performing status where applicable.
• Recommend early intervention where stage migration indicates emerging portfolio risk.
• Establish a robust vintage analysis framework to monitor the quality of newly originated loans.
• Convert complex data into concise management insights.
• Identify emerging concentration risks and provide recommendations to the Head of Credit Portfolio Management.
• Analyse whether portfolio returns adequately compensate for credit risk.
• Establish strong controls over credit portfolio data. Reconcile credit portfolio data between source systems and management reports. Ensure accurate classification of exposures.
• Ensure consistency of data definitions across Credit, Risk and Finance. Establish appropriate controls over data extraction and reporting.
• Support internal and external audits relating to IFR 9 ECL, Credit portfolio reporting, Data integrity.
• Provide accurate portfolio analytics and data required for regulatory reporting and supervisory reviews, working with Finance, Risk and Compliance.
• Develop analytical indicators that identify emerging deterioration before accounts become NPLs.
• Support monthly and quarterly portfolio review meetings by providing:
• Monitor guarantee schemes reporting accuracy. (PASS, AGF) etc

Qualifications

• University degree in Economics, Business Administration, Finance, or a related field.

Skills & knowledge

• Strong interpersonal, communication, leadership and relationship-building skills.
• Effective communication in English (both written and spoken).
• Excellent Microsoft suite proficiency
• Networking and market intelligence skills.
• Prior experience of working with C-suite professionals/teams
• Knowledge in IFRS9 reporting
• Portfolio Analytic and Monitoring

Experience

• Minimum 4–6 years’ experience in Credit Administration and – IFRS 9, Portfolio Analytics & Reporting