This role is to assess data quality assurance for Retail Risk Model to support business growth and risk management for retail credit portfolios that will be compliant with regulatory requirements/group requirements.
The candidate is required to:
- Responsible for data quality assurance for all models developed.
- Formula end-to-end data management framework and process for on-going data quality control for both model input variables and model output variables used for risk reporting.
- Identify, classify, define and document in the appropriate data inventory system the data definition, trusted data sources of the input data variables for regulatory capital model.
- Review and challenge of the data quality results regularly to ensure data issues are identified and resolutions implemented timely
- Perform deep dive analysis on data quality breach.
- Be able to justify data quality checking results and present to senior management at data quality review meetings
Requirements:
- Bachelor or Master degree in statistics or business related discipline.
- Moderate years of experience in data quality management and or credit risk management in retail banking environment.
- Good understanding of regulatory capital model and regulatory requirements for capital reporting.
- Experience in tools like SAS and Python.
- Strong planning, analytical, communications, decision making, influencing, interpersonal and project management skills.
- Ability to effectively influence and communicate across various business lines and units at senior levels within the organization.
Suitable candidates with less experience could be considered for a position at the lower Band.