Manager - Wholesale Risk Modeling - KPO

Job Details:

- Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale portfolio.

- Support continuous improvement efforts through research on techniques, processes and domain.

- Execute end-to-end model development steps. The responsibility will also include efforts on data preparation, documentation, presentation and maintaining minutes of key decisions made during the development lifecycle.

- Adopting best coding standards and automation to help create coding repositories for various methods used across modeling team.

Required Candidate Skills :

- Master's or Bachelor's degree in Quantitative Discipline (e.g. Mathematics, Statistics, Economics, Financial Engineering, Engineering)

- Knowledge of Regulatory and Risk management (e.g. Basel, IFRS9, Stress Testing, ECL etc.) Experience of working in Wholesale Lending Risk Analytics will be an advantage.

- Software Skills: SAS, Python, R

- Strong communication skills