Credit Risk Reporting Role - BFSI

- Credit Risk domain knowledge, on metrics such as PD, EAD and LGD is essential.

- Working with Group Risk Analytics teams to understand credit risk methodology's relating to IFRS 9

- Coordinating activities with Stress Testing, Sovereign Risk & Forward Economic Guidance Teams

- Performing Review and Challenge activities in a timely manner, including:

- Expected Credit Loss (ECL) analysis, assessing modelling and non-modelling drivers of results

- Review CRR concentration, LGD/PD/EAD Analysis

- Identifying themes across the entire Wholesale Risk Portfolio

Technical Skill Required :

- Programming experience (SAS Base or SAS Enterprise Guide) is a pre-requisite.

- Good level of understanding of Excel & Access (VBA level), PowerPoint and MS Word

- Experience on Python, R, Tableau, Qlickview, Qlicsense would be added advantage.