Group Risk Management - Senior Lead Analyst, Credit Risk Modelling
Manage a team of analysts to develop, implement and maintain quantitative models / scorecards and systems to assess the credit risk for different segments of the Bank's wholesale portfolios Roles and Responsibilities :
Reporting to :
- Develop, implement and maintain credit rating models and scorecards for the measurement and management of credit risk for different segments of the Bank's wholesale portfolios.
- Develop in-depth knowledge and expertise in rating methodologies.
- Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.
- Monitor, back test and report performance of the models.
- Work closely with independent model validators to ensure adherence to the governance framework and validation standards for model deployment and ensure timely closure of validation issues.
- Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting, provisioning and capital assessment.
- Engage with auditors and regulators to ensure compliance with relevant requirements.
Head, Group Credit Risk Modelling Qualifications Requirements :
- Good university degree and be highly numerate.
- At least 15 years of experience in the development of quantitative credit risk models / scorecards for wholesale portfolios, with at least 5 years in management of a team.
- Expert knowledge and competence in wholesale credit risk management, Basel requirements and internal ratings.
- Strong project and stakeholder management skills and ability to manage cross-functional teams.
- Strong statistical and risk modelling skills with clear ability to handle data.