Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving risk portfolio management function.
• Develop, implement and maintain credit risk analytic models for the measurement and management of credit risk for different segments of the Bank’s portfolios.
• Develop and maintain user requirements, parameters and configurations of rating systems
• Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and capital assessment
• Develop, implement and maintain credit rating model to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment.
• Monitor and back test performance of the models.
• Work closely with model validation to ensure adherence to the governance framework and ensure timely closure of validation issues.
• Work closely with business and risk management to provide value adding risk analytics solutions for the enhancement of risk-return tradeoff in credit decisioning, business strategies, risk appetite setting and capital assessment.
• Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
• Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way to business and senior management
• Strong computational skills preferably in SAS or SQL
• At least 7 years of relevant experience in a related area