Roles and Responsibilities:
- 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
