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...