Oversight of Risk Quantitative & Rating, Provisioning, IFRS Modeling, Governance, and Risk modelling for Special Project within Risk Management function. Focusing on credit risk analytics, reporting, and model development to support risk and business in growing healthy portfolio.
Duties and Responsibilities:
- Leading a team of risk analysts, IFRS 9 Project & Provisioning, and Risk modelling for Special Project. Responsible of effectively managing resources and talents. Providing guideline and framework for each team member and aligning each duty to the vision & mission of the company.
- Responsible for developing data-based analytics framework of credit risk (such as credit modelling, credit scoring, vintage analysis, reporting, etc) of Risk team through leveraging both internal and external data to support product growth via managing credit loss and building revenue.
- Responsible for IFRS 9 modelling: model review, monitoring, parameter, macroeconomic update, overlay and stress testing and provision related reporting to Group
- Responsible for setting up governance under QRAP, which include provision policy and SOP as well as reporting SOP
- Work alongside with internal stakeholders (Risk team, Product, Marketing, Collection, Data Scientist, etc) on developing and implementing analytics framework by both reaching out and taking inputs from them. Including but not limited to ensuring proper risk analytics usage through good communication to partners, model implementation, periodic model validation, and ensuring valid & proper data quality for model inputs
- Exploring potential external partners, and collaborate with external vendors and stakeholders, to build the risk analytics capabilities of the bank such as scorecard not limited to fraud system and decision engine.
- Reporting to Chief of Risk, keeping track of trend changes from data readings by going deep-dive into (statistical and empirical) readings on product dynamics and uncover potential hidden risks.
- Held accountable as part of the Risk team on the profit and loss of the product coming from credit decisions resulting from analytics works
- Having vision in preparing effective, efficient report in timely manner
- Familiar in preparing such reporting model ( some of items by automation prepared) :
- Quarterly Bank's Plan (RBB), Responsible for forecasting and simulating bank performance based on several different scenarios and economics condition.
- Monthly LLPC (Loan Loss Provision Committee) projection. Responsible for estimating end of month LIE (Loan Impairment Expense), and coordinate with stakeholders to ensure accuracy and appropriateness of the action plan.
- Responsible in preparing Regulatory Reporting. Fulfilling data and analysis requirements from regulators. Including, but not limited to preparing monthly reporting to regulator, provide analysis of bank conditions, forecast / estimate of bank's performance, etc.
- Monthly Internal Dashboard, a collection of information containing all performance data of lending products.
- Monthly Reporting group.
- Monthly Regular Reporting such as RMC, CPC, and PQR deck
- Overall minimum 10 years experience in Consumer/SME Risk analytic & modelling, with at least 6 years experience of managing team.
- Must have effective communication / presentations skills to all different stakeholders. Driving analytics / insights from data to drive business forward.
- Experience in building risk model, statistics, and model implementation will be desirable
- Experience in statistics/decision management, model development and implementation preferred
- Able to work under load and able to do both historical analysis as well as 'forward thinking' on building up risk analytics framework
- Programming knowledge in SQL , SAS, and Preferably Python.
- Effective and efficient in preparing report. High proficiency in Excel and Powerpoint is preferred.
- Preferably having knowledge in IFRS 9 provisioning model