Vice President, Credit Analytics & Modeling

Responsibilities:

• Develop, validate and maintain credit rating models for measurement and management of credit risk for the Bank’s portfolio
• Liaise with different units to formulate credit MIS processes, data management projects and implement new initiatives such as IFRS9, BELR, SA-CCR and climate risk management etc.
• Establish and carry out credit risk stress test and capital estimation for ICAAP, SDST and climate risk stress testing
• Support the implementation of Basel III reform activities
• Contribute in innovative projects and work with different stakeholders for workflow streamlining and automation with an aim to enhance the Bank’s risk control capabilities
• Participate in compliance related projects and enhance existing workflow according to regulatory requirements
• Manage the credit portfolio reporting and the associate MIS

Requirements:

• Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines
• Holder of ECF_CRM and ECF_GSF qualifications is preferred
• 8 to 10 years’ experience in credit risk management in banking, with exposure in credit risk modelling and analytics
• Good knowledge of IFRS9, BELR, SA-CCR, SDST, ICAAP, Climate Risk Stress Testing and familiar with credit related product knowledge
• Sound knowledge in statistical analysis and familiar with programming in SAS, Excel VBA, SQL
• Good communication, presentation and analytical skills