Found Description
Job Purpose:
Support enhancement and implementation of Bank-wide IFRS 9 Models and Assess Risk Appetite for retail portfolio. Review and Create various Risk and Regulatory models and recommend remedial actions
Key Result Areas:
- Responsible for support towards development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD, EAD and macroeconomic that apply to retail portfolios across life cycle
- Develop and enhance regulatory models related to ICAAP and Stress Testing
- Monitor, Document and communicate the functionality of credit risk methods & models to various stakeholders
- Provide recommendations to update the model based on latest data and analysis
- Prepare / support ERM on regulatory reports relating to retail credit portfolio in-line with internal & regulatory requirement
- Assist in enhancement of IFRS 9 methodology, development of Basel m...