Develop and apply credit risk methodologies including ECL under TFRS9,and Basel II/III PD/LGD/EAD models etc.
Monitor and enhance ECL model (PD, EAD and LGD models) for Portfolio.
Manage and forecast risk costs to reflect portfolio risk level and support the Finance Team.
Assist in the design, development, and maintenance of complicated portfolio forecasting models
Engage stakeholders during model development and review. Seek feedback, check accuracy, ensure buy-in and appropriate use of models.
Preparing the info/deck/co-present the committee i.e. Internal Stakeholder meeting and Other ad-hoc
Setup / develop and monitor early warning detection to enhance and protect potential risk.
Determine appropriate actions to be taken with high risk (watch list and lead all coordinated stakeholders to mitigate potential risks.
Monitor all risk events against the Company's established Risk Appetite, Limits & Thresholds and to work with Issue Owner/ Risk Owner in taking proactive measures to prevent any breaches.
Recommend Problem loan management Policies ie.,General / Troubled Debt Restructure and Charge off / Write off.
Qualifications:
Bachelor's Degree or higher in MBA, Finance, Statistics, Engineer, Economics, or any related fields.
At least 5 years experience up to credit Risk management in Banking, or finance Business
Analytical mindset with excellent critical thinking ability and data analytics skills.
Excellent computer skills and programming tools such as R, Python, SAS and SQL
Good command in both written and spoken English.
Prior experience in a digital leading or fin-tech start-up is a plus
