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