Credit Risk Analytics Manager
This role provides the SME expertise and substantial hands-on risk modelling know-how to help manage the model development projects end-to-end from initialization, development to model implementation. The role will contribute significantly in leveraging data and analytics to optimize risk strategies and decision making through effectively identifying and overcoming data gaps, improving scorecards, credit grading system and IFRS9 impairment scoring engine. The role is also positioned as coaching more junior staff and supporting 1st line business functions on analytics, advisory services and training as required.
The Client- An exciting challenger bank
This Client does not provide sponsorship.
- Manage projects / tasks in developing, enhancing and implementing credit grading system across the bank and develop standardized process and methodology for risk scorecard, IRB model development
- Lead on risk analytic projects / tasks to deliver and implement solutions according to specified time schedule
- Significantly contribute to developing in-house scorecards, IRB or other risk models throughout the credit lifecycle from application to collection/recovery, develop or calibrate Basel IRB models (PD/LGD/EAD) to satisfy capital requirement. Develop interim solutions for PD/LGD estimates where data remained limited.
- Develop, validate and update IFRS9 models
- Use data mining, data modelling and segmentation to build credit scorecards
- Use SAS to process, organize and standardize data for analytics purposes
- Calibrate and realign scorecards & IRB models
- Build predictive models beyond the traditional scorecards, applying such as linear regression, decision tree or artificial intelligence methods as business requirement may demand, etc.
- Identify data gaps in Risk Mart and liaise with Data/IT to continue improving it
- Develop and provide risk modelling training
- Work closely with business teams to obtain good understanding of business products, processes and systems
- Work closely with Finance / IT and business units to gain detailed understanding of data system and variable definitions
- Keep all stakeholders regularly updated on project progress, and prepare documentation and presentations for clear records and communications
- Share good practice and learning with team members and business associates
- Degree in a numerate discipline
- Experience in advanced analytics / modeling in financial services
- First-hand technical know-how in scorecard and/or Basel IRB models
- Experience in SME portfolio scorecards / rating models will be an advantage
- Strong SAS programming skills including Base SAS and Macros
- Strong data handling and processing skills
- Good working knowledge in Excel, Word and Power point.
- VBA and excel application development experience would be desirable.
- Result-driven, determined to seek for solutions when facing challenges
- Resolve challenges through collaboration and teamwork
- Ability to explain results to both technical and non-technical audiences
- Clear communication to business colleagues with good verbal and written skills in English