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 AreasResponsible 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 cycleMonitor, Document and communicate the functionality of credit risk methods & models to various stakeholdersProvide recommendations to update the model based on latest data and analysisPrepare / support Basel team on regulatory reports relating to retail credit portfolio in line with internal & regulatory requirementAssist in implementation of IFRS 9, development of Basel models for the entire retail portfolioDeploy the models on rating system and work with IT for effective maintenance of the scoring related informationIdentify analytical opportunity across credit life cycle – Acquisition, Portfolio Management and CollectionRequired to develop data-driven analytics to monitor the asset quality and minimize the credit risk of retail portfolioCarry out analytical projects together with policy when credit events warrant as requiredEnsure timely communication of scorecard monitoring and validation along with insights and recommendationContribution to the formulation of a successful growing teamPerform other duties as assignedOperating Environment, Framework and Boundaries, Working RelationshipsRegular interaction and working relationship withRetail Credit PolicySegment Heads - Business and MarketingGroup Finance and CADCredit SystemsExecutive ManagementProblem SolvingCandidate must have Strong analytical and problem-solving skillsHave understanding of credit scorecard concepts and best practices in risk modelingHave strong prior end-to-end experience with respect to scorecard development, implementation, refinement and validation within either a retail or wholesale environmentHave practical IT experience of SAS, Oracle, Microsoft and web-based systemsStakeholder management skillsCapacity to communicate at all levelsPossess strong verbal and written communication skillsDecision Making Authority & ResponsibilityResponsible for model ownership and authorizationEnsure that the models are compliant with Regulatory requirements such as CB MMS & MMGBe responsible for model changes and authorization thereofEnsure seamless validation of model resultsEnsure model ‘black box’ integrity – model confidentialityKnowledge, Skills and ExperienceMinimum 5 years hands on experience in model building methodologies, implementation and compliance.Expert knowledge of credit scoring techniquesDegree in Quantitative / Statistics / Actuarial Science / Mathematics (Finance exposure would be a plus);Strong analytical, numerical, research and problem-solving skillsAdvanced statistical software skills (e.g. SAS)Proficient in MS Office, Experience in SQLExperience in open source scripting such as Python/RExperience in working with big data such as HadoopAbility to present technical concepts for business understandingTeam player, self-starter, innovative and highly motivated