Manager, Credit Risk Modelling (Risk Services)

• Develop and enhance Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD) models in accordance with Basel or IFRS 9 standards.
• Conduct thorough validation of model performance, including PD, LGD, and EAD models, and carry out portfolio stress testing to assess model robustness against adverse economic conditions.
• Generate, analyse, and standardise portfolio risk and capital reports, including scorecard performance reports and booking profiles.
• Provide insightful credit risk advice to senior management, regulators, and other key stakeholders.
• Analyse and evaluate product and credit programmes by reviewing and estimating risk parameters, assessing product pricing and structure, and ensuring compliance with regulatory requirements.
• Develop, review, and maintain comprehensive Basel II credit risk-related documentation, policies, and procedures to ensure a robust governance framework.
• Implement Basel/IFRS9 models, manage the scoring and capital computation engines, oversee the analytics datamart, conduct User Acceptance Testing (UAT), and support the overall deployment of models.
• Undertake advanced data analysis and modeling to support business decision-making, leveraging techniques including statistical analysis, machine learning, and predictive modeling.
• Develope and maintain robust dashboard that facilitate timely and accurate insights for stakeholders, enabling data-driven strategies to enhance business performance.
• Stay abreast of emerging technologies, including cloud computing and Generative AI (GenAI), and explore their potential applications within the organization to optimize operations and drive innovation in risk management practices.
• Conduct training sessions for team members and stakeholders, ensuring a thorough understanding of models and methodologies, while also engaging in research and development of new models and applications.

Eligibility / Qualification Required:

• Undergraduate degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc.
• Business, Finance and Economics degrees with a strong quantitative focus and highly relevant working experience will be considered.
• Econometric focus and analysis will be considered as a strong positive.
• Post graduate degree is an added advantage
• 3-6 years of working experience in credit risk modeling and management or consulting or risk vendor experiences
• Experience for models development and/or validation for both Corporate and Retail will be an added advantage.
• Having FRM or CFA is a plus
• Strong PC skills: Python, R …; SQL query and database familiarity; MS Office applications, including advanced spreadsheet and VBA.
• Knowledge of Core banking is a plus
• Analytical mind with sound business insight, excellent communicator (verbal and written), highly meticulous, and self-motivated
• Self-starter, flexible with a proven ability to work well in teams, as well as being able to function with minimal supervision.
• People management experience is a plus
• Enable the candidate to be a credible counterpart to business managers and senior management, and the ability to develop on-going ‘trusted advisor’ relationships based on the ability to understand, analyse, discuss and address key business challenges raised

Required Skills:

• Accepting Feedback
• Active Listening
• Analytical Thinking
• Anti-Money Laundering (AML)
• Coaching and Feedback
• Coaching and Training
• Communication
• Compliance Advisement
• Compliance Oversight
• Compliance Program Implementation
• Compliance Risk Assessment
• Confidential Information Handling
• Contract Review
• Contractual Risk Mitigation
• Contractual Risk Monitoring
• Contract Writing
• Creativity
• Crisis Management
• Data Loss Prevention (DLP)
• Data Security
• Discretion and Business Ethics
• Embracing Change
• Emotional Regulation
• Empathy {+ 37 more}

Optional Skills:

• Accepting Feedback

How to Apply: