1. Develop, implement and maintain credit risk rating models.
2. Creation and updating of model documentation.
3. Liaise with IT on model enhancement, raise user requirement and perform testing of model (User Acceptance Test).
4. Review, monitor and back-test credit risk model performance.
5. Provide guidance on credit rating requirements.
6. Assist in gathering research and market outlook information and creation of stress scenario.
7. Execution of credit stress testing and prepare stress test report.
8. Assist in the execution and coordination of the ICAAP exercise.
9. Support the review and update of the IFRS9 ECL Model.
Perks & Benefits
- Nearby public transport
- Central location
- Medical insurance
- Personal development opportunities