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To develop, implement and maintain quantitative models / scorecards and systems to assess the default likelihood, recovery expectations and volatility for different segments of the Bank's consumer portfolio
Roles and Responsibilities :
Develop, implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank's portfolios.
Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.
Monitor, back test and report performance of the models.
Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and capital assessment
Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way to business and senior management.
Strong data manipulation and computational skills preferably in SAS or SQL
At least 3 years and 5-7 years of relevant experience in a related area for the Senior Analyst and Lead Analyst positions respectively.
Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.