Job Title

Job PurposeTo ensure development, implementation, and maintenance of credit risk scorecards for credit risk management decisions, and provide analytical solutions to policy managers as situations/events warrantKey Result Areas Responsible for the development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD and EAD that apply to retail portfolios across life cycle 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 Basel team on regulatory reports relating to retail credit portfolio in line with internal & regulatory requirement Assist in implementation of IFRS 9, development of Basel models for the entire retail portfolio Deploy the models on rating system and work with IT for effective maintenance of the scoring related information Identify analytical opportunity across credit life cycle – Acquisition, Portfolio Management and Collection Required to develop data-driven analytics to monitor the asset quality and minimize the credit risk of retail portfolio Carry out analytical projects together with policy when credit events warrant as required Ensure timely communication of scorecard monitoring and validation along with insights and recommendation Contribution to the formulation of a successful growing team Perform other duties as assignedOperating Environment, Framework and Boundaries, Working RelationshipsRegular interaction and working relationship with Retail Credit Policy Segment Heads - Business and Marketing Group Finance and CAD Credit Systems Executive ManagementProblem SolvingCandidate must have Strong analytical and problem-solving skills Have understanding of credit scorecard concepts and best practices in risk modeling Have strong prior end-to-end experience with respect to scorecard development, implementation, refinement and validation within either a retail or wholesale environment Have practical IT experience of SAS, Oracle, Microsoft and web-based systems Stakeholder management skills Capacity to communicate at all levels Possess strong verbal and written communication skillsDecision Making Authority & ResponsibilityResponsible for model ownership and authorization Ensure that the models are compliant with Regulatory requirements such as CB MMS & MMG Be responsible for model changes and authorization thereof Ensure seamless validation of model results Ensure model ‘black box’ integrity – model confidentialityKnowledge, Skills and Experience Minimum 5 years hands on experience in model building methodologies, implementation and compliance. Expert knowledge of credit scoring techniques Degree in Quantitative / Statistics / Actuarial Science / Mathematics (Finance exposure would be a plus); Strong analytical, numerical, research and problem-solving skills Advanced statistical software skills (e.g. SAS) Proficient in MS Office, Experience in SQL Experience in open source scripting such as Python/R Experience in working with big data such as Hadoop Ability to present technical concepts for business understanding Team player, self-starter, innovative and highly motivated