Senior Manager - Retail Risk Analytics

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 syst...