Job Summary: Responsible to lead the model monitoring and governance for all Consumer Unsecured products.
Responsibilities:
- Manages the ongoing model performance monitoring for all credit risk models across all Consumer Unsecured products
- Works with the model validation team to ensure timely assessment of models
- Coordinates with cross-functional units to ensure model usage is consistent with approval document
- Support business growth for projects requiring validation of new credit modelling tools for Unsecured products
- Manages proper implementation of all Consumer models and ensures appropriate testing, approvals and controls are in place.
- Manages appropriateness of model cutoffs and model-related strategies in the credit cycle
- Ensures that all Unsecured Risk scores are aligned to Model Risk Management framework.
- Manages a team of 3 analysts
- Guide junior officers, provide analysis and recommendation coming from credit risk perspective to the business and functional line.
Qualifications:
- Graduate of Statistics, Mathematics, Engineering, or related course/degree is preferred
Required Skills:
- Programming language: Python, R, or similar
- Strong analytical skills.
- Strong oral and written communication as well as presentation skills.
- Strong interpersonal skills and negotiating skills.
- Proven time and task management skills with the ability to multi-task effectively.
- Demonstrated leadership.
Preferred Skills:
- Minimum 6 years of experience in Risk Management or related areas.
- Finance and accounting skills, to understand the impact of various risks on the company's budget and revenue;
- Experience in modeling development is an advantage
- Experience in managing a small team
