Senior Associate - Analytics

Job Purpose:

Support enhancement and implementation of Bank-wide IFRS 9 Models and Assess Risk Appetite for retail portfolio. Review and Create various Risk and Regulatory models and recommend remedial actions

Key Result Areas

• Responsible for support towards development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD, EAD and macroeconomic that apply to retail portfolios across life cycle
  • Develop and enhance regulatory models related to ICAAP and Stress Testing
  • Monitor, Document and communicate the functionality of credit risk methods & models to various stakeholders
  • Provide recommendations to update the model based on latest data and analysis
  • Prepare / support ERM on regulatory reports relating to retail credit portfolio in-line with internal & regulatory requirement
  • Assist in enhancement of IFRS 9 methodology, deve...