SVP / FVP - Credit Risk Modelling and Analytics (Budget 200-250K)
Division: Credit Risk Modelling and Analytics Department
Group: Risk Management (Banking)
Function: Enterprise Risk Management
Position Title
- Senior Vice President (SVP), Credit Risk Modelling and Analytics
or - First Vice President (FVP), Credit Risk Modelling and Analytics
Role Purpose
To lead and oversee the development, validation, and enhancement of credit risk models and analytics frameworks to ensure robust credit risk management practices aligned with regulatory standards, international best practices, and the Bank's risk appetite.
This role is responsible for strengthening credit risk measurement methodologies, supporting strategic decision-making, and ensuring effective risk governance within the organization.
Key Responsibilities
- Credit Risk Model Oversight
- Supervise the analysis, development, validation, and enhancement of credit risk models (e.g., PD, LGD, EAD models).
- Ensure model robustness, accuracy, and compliance with regulatory requirements.
- Oversee model performance monitoring and periodic recalibration.
Credit Loss Modelling- Provide strategic direction for the estimation and assessment of credit losses (e.g., Expected Credit Loss - ECL under relevant accounting standards).
- Ensure alignment with accounting standards and regulatory guidelines.
- Support stress testing and scenario analysis initiatives.
Risk Management Framework Enhancement- Advise on the development and continuous improvement of credit risk management systems and analytical tools.
- Strengthen data governance, model governance, and risk measurement methodologies.
- Collaborate with business, finance, and IT teams to enhance risk infrastructure.
Early Warning System (EWS)- Provide direction in developing and enhancing credit risk early warning systems.
- Establish risk indicators and monitoring tools to proactively detect portfolio deterioration.
- Support portfolio analytics and reporting to senior management.
Risk Ownership & Governance- Act as Risk Owner for the department, ensuring effective identification, assessment, and mitigation of operational and model risks.
- Ensure compliance with the Bank's risk management policies and internal control framework.
- Work closely with the designated Risk Manager to maintain sound risk governance practices.
Qualifications & Experience
- Bachelor's degree or higher in Business Administration, Accounting, Finance, Economics, Marketing, or related fields.
- Minimum 10 years of experience in risk management, credit risk modelling, banking analytics, or related areas.
- Strong knowledge of risk management frameworks, regulatory requirements, and international standards (e.g., Basel framework, IFRS 9, model risk governance).
- In-depth understanding of banking business, products, services, and credit portfolio management.
- Solid analytical capability with strong quantitative and problem-solving skills.
- Experience in managing and leading professional teams.
Competency
- Strategic Thinking & Risk Insight
- Leadership & People Management
- Analytical & Quantitative Expertise
- Strong Communication & Stakeholder Management Skills
- Integrity, transparency, and strong professional ethics
- Ability to work under pressure and manage complex challenges
- Good command of English (written and spoken)
Desired Skills and Experience
SVP / FVP - Credit Risk Modelling and Analytics (Budget 200-250K)
Division: Credit Risk Modelling and Analytics Department
Group: Risk Management Group 1
Function: Enterprise Risk Management
________________________________________
Position Title
* Senior Vice President (SVP), Credit Risk Modelling and Analytics
or
* First Vice President (FVP), Credit Risk Modelling and Analytics
Role Purpose
To lead and oversee the development, validation, and enhancement of credit risk models and analytics frameworks to ensure robust credit risk management practices aligned with regulatory standards, international best practices, and the Bank's risk appetite.
This role is responsible for strengthening credit risk measurement methodologies, supporting strategic decision-making, and ensuring effective risk governance within the organization.
Key Responsibilities
1. Credit Risk Model Oversight
o Supervise the analysis, development, validation, and enhancement of credit risk models (e.g., PD, LGD, EAD models).
o Ensure model robustness, accuracy, and compliance with regulatory requirements.
o Oversee model performance monitoring and periodic recalibration.
2. Credit Loss Modelling
o Provide strategic direction for the estimation and assessment of credit losses (e.g., Expected Credit Loss - ECL under relevant accounting standards).
o Ensure alignment with accounting standards and regulatory guidelines.
o Support stress testing and scenario analysis initiatives.
3. Risk Management Framework Enhancement
o Advise on the development and continuous improvement of credit risk management systems and analytical tools.
o Strengthen data governance, model governance, and risk measurement methodologies.
o Collaborate with business, finance, and IT teams to enhance risk infrastructure.
4. Early Warning System (EWS)
o Provide direction in developing and enhancing credit risk early warning systems.
o Establish risk indicators and monitoring tools to proactively detect portfolio deterioration.
o Support portfolio analytics and reporting to senior management.
5. Risk Ownership & Governance
o Act as Risk Owner for the department, ensuring effective identification, assessment, and mitigation of operational and model risks.
o Ensure compliance with the Bank's risk management policies and internal control framework.
o Work closely with the designated Risk Manager to maintain sound risk governance practices.
Qualifications & Experience
* Bachelor's degree or higher in Business Administration, Accounting, Finance, Economics, Marketing, or related fields.
* Minimum 10 years of experience in risk management, credit risk modelling, banking analytics, or related areas.
* Strong knowledge of risk management frameworks, regulatory requirements, and international standards (e.g., Basel framework, IFRS 9, model risk governance).
* In-depth understanding of banking business, products, services, and credit portfolio management.
* Solid analytical capability with strong quantitative and problem-solving skills.
* Experience in managing and leading professional teams.
Competency
* Strategic Thinking & Risk Insight
* Leadership & People Management
* Analytical & Quantitative Expertise
* Strong Communication & Stakeholder Management Skills
* Integrity, transparency, and strong professional ethics
* Ability to work under pressure and manage complex challenges
* Good command of English (written and spoken)
