The ECL Model Officer is responsible for day-to-day activity in model development, monitoring, and governance of ECL (Expected Credit Loss) models.
Duties And Responsibilities
- Performs ECL model development and enhancements for all Consumer and SME products
- Formulates model performance monitoring for all ECL models
- Provide holistic analysis of the ECL figures ie from risk & business perspective. This includes acquisition, portfolio, and collections risk as well as its relevance in the business
- Ensures all ECL data and analysis are available during Audit (i.e. SGV, BSP)
- Implements all Consumer and SME ECL models and ensures alignment to BSP regulatory requirements.
- Can manage stakeholders on ECL/Reserve outcomes
Experience
- 2 years work experience in ECL model development in Credit Risk
- Graduate of Statistics, Mathematics, Engineering, or related course/degree is preferred
Required Skills
- Strong knowledge with various statistical tools (i.e. R programming, Python, SAS, etc.)
- Ability to manage teams and cross functional teams.
- Strong analytical and technical skills, decision making skills
- Results oriented and self-starter
- Advanced oral and written communication skills to engage various levels of stakeholders
- Experience in programming preferred
