Risk Analytics Officer

As a Risk Analytics Officer, you will play a vital role within our Risk Management function. Your expertise in credit risk modeling will be instrumental in maintaining the robustness and accuracy of our risk models across our diverse portfolio of financial products.

• Develop, calibrate, monitor, and validate the performance of Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD) models for our loan products, ensuring compliance with PFRS 9 and other regulatory requirements.
• Conduct comprehensive reviews of credit risk models to assess their health, performance, and predictive accuracy. Identify potential issues and propose enhancements.
• Develop and maintain macroeconomic overlay models to integrate macroeconomic factors into our credit risk assessments and enhance our risk forecasting capabilities.
• Leverage advanced statistical techniques to forecast credit risk metrics and provide actionable insights for strategic planning.
• Prepare thorough model documentation that adheres to internal and regulatory requirements.
• Perform specialized credit risk analyses to support various business initiatives and decision-making processes.

Job Qualifications

• Bachelor's or Master's degree in Statistics, Mathematics, Economics, or a related discipline.
• Experience in credit risk modeling is preferred, but fresh graduates with a strong foundation in statistical modeling and a passion for risk management are welcome to apply.
• Strong knowledge of statistical modeling techniques, software (e.g., SAS, R, Python), and macroeconomic analysis.
• Familiarity with PFRS 9 and other pertinent regulatory frameworks.