Associate Manager/Manager - Model Monitoring - Bank

Role Responsibilities :

Strategy :

- Monitor credit risk IRB and IFRS9 models for the measurement of PD, EAD and LGD for the bank's Corporate & Institutional Banking portfolios.

- Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and cleansing to the documentation and presentations to key stakeholders.

- Elevate the current monitoring outputs to best-in-class by adding analytical insights.

- Ensure that all monitoring results and analysis comply with the Group monitoring standards.

- Have good understanding specifically of IRB CRR and EBA requirements.

Key Stakeholders :

- Group Model Validation, Model Sponsors and Owners, Model Risk Management, Internal and External Audit and Regulators.