Credit Risk Measurement/ Credit Risk Model
- Develop, monitor, and maintain credit risk models in compliance with the credit risk model governance framework.
- Evaluate credit risk factors and develop methods for measuring risks to assess potential exposures.
- Engage in data analytics, statistical model development, and support stress testing to identify and assess the impact of adverse scenario on existing provision and the bank's capital.
- Facilitate understanding of credit risk modeling, credit life cycle and serve as subject matter expert in analytics.
- Development of advance risk measurement such as concentration risk, RAROC, proxy income model, etc.
- Perform Ad-hoc Tasks and other related duties as assigned.
Provide support to the team in completing ad-hoc tasks and special assignments as required by the department or management.
Qualifications
- Bachelor's degree or Master's degree in Statistics, Economics, Finance, Engineering, Accounting or related field.
- Experience in credit modeling (in banking business) is preferable.
- Experience in using SAS/Phyton/SQL as a primary tool and in-depth knowledge of MS Office.
- Good interpersonal skill and analytical skill.
- Experience in Banking or finance business at least 5 year is preferred.
Good command in English, both written and verbal.
Karita 096-912-1035
