Senior / Lead Modelling Analyst, Credit Risk Modelling, Risk Portfolio Management
Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving risk portfolio management function. Roles and Responsibilities :
Reporting to :
- Develop, implement and maintain credit risk 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 systems for credit models.
- Develop in-depth knowledge and expertise in credit risk modelling methodologies.
- Monitor, back test and report performance of the models.
- Work closely with independent model validator team to ensure adherence to the model governance framework and ensure timely closure of validation issues.
- Engage with auditors and regulators to ensure compliance with relevant requirements.
- Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and provisioning and capital assessment
- Team Lead, Credit Risk Modelling, Risk Portfolio Management
- 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, SQL, Python etc.
- At least 5-7 years and 3 years of relevant experience in a related area for Senior Lead and Lead Analyst respectively.
- Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.