Vice President, Credit Analytics & Modeling
Responsibilities:
- Develop, validate and maintain credit rating models for measurement and management of credit risk for the Bank’s portfolio
- Liaise with different units to formulate credit MIS processes, data management projects and implement new initiatives such as IFRS9, BELR, SA-CCR and climate risk management etc.
- Establish and carry out credit risk stress test and capital estimation for ICAAP, SDST and climate risk stress testing
- Support the implementation of Basel III reform activities
- Contribute in innovative projects and work with different stakeholders for workflow streamlining and automation with an aim to enhance the Bank’s risk control capabilities
- Participate in compliance related projects and enhance existing workflow according to regulatory requirements
- Manage the credit portfolio reporting and the associate MIS
Requirements:
- Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines
- Holder of ECF_CRM and ECF_GSF qualifications is preferred
- 8 to 10 years’ experience in credit risk management in banking, with exposure in credit risk modelling and analytics
- Good knowledge of IFRS9, BELR, SA-CCR, SDST, ICAAP, Climate Risk Stress Testing and familiar with credit related product knowledge
- Sound knowledge in statistical analysis and familiar with programming in SAS, Excel VBA, SQL
- Good communication, presentation and analytical skills
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