Job Description
Job Purpose
To ensure development, implementation, and maintenance of credit risk scorecards for credit risk management decisions, and provide analytical solutions to policy managers as situations/events warrant
Key Result Areas
Responsible for the development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD and EAD that apply to retail portfolios across life cycle
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 Basel team on regulatory reports relating to retail credit portfolio in line with internal & regulatory requirement
Assist in implementation of IFRS 9, development of Basel models for the entire retail portfolio
Deploy the models on rating system and work with IT for effective maintenance of the scoring related information
To ensure development, implementation, and maintenance of credit risk scorecards for credit risk management decisions, and provide analytical solutions to policy managers as situations/events warrant
Key Result Areas
Responsible for the development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD and EAD that apply to retail portfolios across life cycle
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 Basel team on regulatory reports relating to retail credit portfolio in line with internal & regulatory requirement
Assist in implementation of IFRS 9, development of Basel models for the entire retail portfolio
Deploy the models on rating system and work with IT for effective maintenance of the scoring related information
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