Manage projects / tasks in developing, enhancing and implementing credit grading system across the bank
Develop standardized process and methodology for risk scorecard, IRB model development
Coach, train and support other analytic staff and business users on leverage credit grading system and other analytic models to achieve business benefits.
Help line manager enhance and quality assure the IFRS9 scoring engine performance and achieve the IFRS9 ToM objectives
Lead on risk analytic projects / tasks to deliver and implement solutions according to specified time schedule
Significantly contribute to developing in-house scorecards, IRB or other risk models throughout the credit lifecycle from application to collection/recovery, develop or calibrate Basel IRB models (PD/LGD/EAD) to satisfy capital requirement. Develop interim solutions for PD/LGD estimates where data remained limited.
Develop, validate and update IFRS9 models
Use data mining, data modeling and segmentation to build credit scorecards
Use SAS to process, organize and standardize data for analytics purposes
Calibrate and realign scorecards & IRB models
Keep all stakeholders regularly updated on project progress, and timely prepare documentation and presentations for clear records and communications
Share good practice and learning with team members and business associates
Be a domain expert on scorecard, IRB models and risk analytics
Deep knowledge in general statistical analysis, predictive modeling and possibly also AI
Excellent in SAS and Macro programming for data processing and model development