Benefits

Job Description

Develop, support and enhance models for IFRS provisioning and IFRS financial statements purposes
Collect data and validate data quality needed for IFRS provision calculation and IFRS financial statement disclosure
Back test risk model results and validate its quality
Create ad-hoc credit risk reports and conduct analysis
Evaluate credit quality of new bookings
Evaluate the performance of exceptions, credit deviation, policy changes
Evaluate the performance of each loan sourcing channels, agents
Perform statistical analyses for projects and reports
Work with related departments or unit to generate routine or ad hoc reports
Manage the necessary projects in Risk Management if required
Work with IT, BICC to describe and deploy change requests

University degree in finance, computer science, mathematics, statistics or its equivalent
At least 5 years of experience in data analysis, Consumer Finance or Retail Banking is preferred
Solid knowledge in Credit Risk and Risk Management, IFRS
Proficient in modeling especially PD model
Solid knowledge in risk indicators, life time loss rate – ability to conduct advanced statistics, estimation for these key risk factors
Proficient in using SQL Oracle
Proficient in using Excel to conduct analysis, understand risk indicators and banking MIS is a plus