Retail Credit Risk

RETAIL CREDIT :

1. Analyze retail mortgage portfolio (HL/LAP/Inventory funding/Prime/affordable)
2. ICAAP and credit risk stress testing
3. EWS framework for retail portfolio
4. Support in ECL working

Preferred Candidate : Experienced with Portfolio Monitoring , Risk Modelling , Stress Testing, Credit Risk

Excluding : Credit Underwriting, Audit , Compliance, Wholesale or products other than mortgage

Role & responsibilities

1. Model Development & Compliance

• Contribute to the development and maintenance of IFRS9-based Probability of Default (PD) and Loss Given Default (LGD) models.
• Support implementation and validation of risk models in alignment with regulatory frameworks.

2. Credit Risk Stress Testing as part of ICAAP

• Design and execute stress testing models to assess the impact of adverse economic scenarios on banks credit portfolio.
• Analyse results, identify vulnerabilities, and provide recommendations to senior management for risk mitigation and capital planning

3. Retail Mortgage Policy Review & Analysis

• Analyse and interpret retail mortgage policies to identify and mitigate credit risks effectively.

4. Portfolio Monitoring & Analysis

• Conduct regular monitoring of credit portfolios to ensure adherence to risk thresholds and compliance standards.
• Monitoring by analysing monthly trend of Non-starters (NS), Early mortality, Slippages and Delinquency percentages etc.
• Perform roll rate analysis and vintage model assessments to evaluate portfolio performance.

5. MIS and Reporting

• Prepare and maintain comprehensive monthly MIS and reports for internal stakeholders.
• Develop and present data-driven insights and risk assessments to Senior Management and the Board.

6. Advanced Data Analysis

• Leverage advanced Excel (including Macros) for data analysis and reporting.
• Knowledge of Data Science tools and techniques (preferred) for enhanced portfolio insights.

Work Days: 6 days working (2nd and 4th Saturday off)

No Hybrid or Work from Home