Risk Model & Analytics Manager

Key Responsibilities :

• Develop, enhance, and maintain credit risk models, including PD, LGD, EAD, IFRS 9 ECL, scorecards, and rating models to support risk assessment and decision-making.

• Conduct model performance monitoring and validation support, including back-testing, calibration, benchmarking, and remediation of model weaknesses to ensure model effectiveness and regulatory compliance.

• Perform quantitative analysis and stress testing to assess portfolio risk, evaluate model assumptions, and support risk forecasting under various business and economic scenarios.

• Prepare model documentation and governance materials, ensuring compliance with internal policies, regulatory requirements, and model risk management standards.

• Collaborate with business, risk, finance, and overseas banking units to translate business requirements into analytical solutions and enhance risk measurement capabilities

  Job Qualifications :

• Master's Degree in Finance, Economics, Statistics, Mathematics, Engineering, Data Science, Risk Management, Business Analytics, Accounting, or related fields.

• At least 5 years of experience in risk modeling, credit risk analytics, Basel-related functions, or other risk management roles within the banking industry.

• Strong knowledge of credit risk management, risk analytics, and regulatory frameworks, including IFRS 9, Basel III/IV, ICAAP, and stress testing.

• Proficiency in analytical and data management tools such as SQL, SAS, Python, R, Power BI, Tableau, or equivalent.

• Strong analytical, problem-solving, and quantitative skills with the ability to translate data into actionable insights.

• Excellent communication and stakeholder management skills, with the ability to collaborate effectively across business, risk, finance, and technology functions.

Remark: This position requires a criminal record information check prior consideration for employment to ensure safety and maintain standards of the organization.