Head, Non-Retail Credit Risk Analytics TH
Responsibilities:
- Perform full range of risk analytics while develop and prepare adequate risk dashboard and present to the respective management and committees.
- Collaborate with value chain and provide comments on Non-Retail portfolio conditions/ circumstances with strategic recommendations – Wrong-Way-Risk mitigation.
- Actively monitor and involve in managing and preventing credit risk along with making sure that credit risk is within the approved appetite and COC / ECL / RWA are within budget / plan.
- Provide comments and suggestion on model development.
- Perform the required internal and regulatory Stress Test.
Qualifications:
- Bachelor degree or higher in a numerate discipline ex. Finance, Risk Management, Economics, Engineering, Statistics, Mathematics, Computer Science
- 7+ years related experience in retail lending, credit risk, risk management, customer relationship management (CRM), risk modeling, marketing modeling, data analytics, database management, or MIS
- Strong leadership and people management skills
- Strong analytic skills, including statistical and segmentation analysis
- SAS, SQL, or other programming language