We are currently seeking an experienced professional to join our team in the role of Senior Analyst - Decision Sciences
Principal responsibilities
This role should lead in delivering at least one of the following key wholesale risk model engagements:
- Development, validation, and maintenance of Regulatory credit risk models including PD, LGD, RWA for wholesale clients.
- Development, validation, and maintenance of Wholesale Economic response models (Stress Testing, IFRS9) including PD, LGD, ECL for wholesale clients.
- Expectation is to demonstrate an expertise in highly technical areas (e.g. statistical regression analysis, statistical model builds of PD, LGD and EAD models), as well as a deep understanding of the Wholesale business environment and its associated credit products.
- Knowledge and understanding of wholesale portfolio risk drivers, their use and impact on capital requirements; knowledge of regulatory capital and its components.
- Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
- Follow the global model standards when supporting model development, validation, and monitoring.
- Developing a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems
- Translating and presenting technical work into more acceptable form to get the stakeholders buy-in
Requirements
- Relevant analytics experience (1.5-2+ Years for Senior Analyst / 4 Years+ for Manager) in banking domain / IFRS9 risk analytics/ Stress testing
- At least master s degree in Mathematics, Statistics, Economics, Engineering, Computer Science, Management, or other quantitative fields of study
- Good exposure to credit model methodologies data requirement for AIRB , Economic response Models
- Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development
- Decent understanding and interpretation of regulatory rules
- Strong coding skills in Python, R, SAS, SQL etc. would be essential.
- Ability to work as part of a team with key customers and stakeholders along with shouldering mentoring responsibilities.
- Collaborate with Group and Regional teams to achieve business objectives.
- Strong business acumen with out-of-the box thinking to drive improved business performance.
- Strong stakeholder management skills and seamless delivery of analytics initiatives across markets
What additional skills will be good to have
- Certifications like FRM, CQF or SCR will be preferable
Employment Type: Full Time, Permanent
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