Manager - Model Development - Credit Risk Domain (2-5 yrs)

Strategy:

- Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale portfolio.

- Support continuous improvement efforts through research on techniques, process and domain.

- Execute end to end model development steps. The responsibility will also include efforts on data preparation, documentation, presentation and maintaining minutes of key decisions made during the development lifecycle.

- Adopting best coding standards and automation to help create coding repositories for various methods used across modelling team.

Processes:

- Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented not only within the direct system environment but also its relevant downstream environments.