Cacti Legal - Credit Risk Analytics/Credit Risk Modelling Role

- Performing Risk Analytics activities to develop models and support the bank on various analytical initiatives

- Assist in modelling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework

- Regularly engage in model development, validation, and re-development activities

- Other risk analytics activities include assisting in review and re-development of Macro-Economic Model, RAROC Calculator - Risk Adjusted Return on Capital

- Period reporting (internal & regulatory) of various Risk Metrics

- Engage in model risk management activities