Assist the Credit Risk Lead in calculating the appropriate credit risk appetite statements, indicators and thresholds for recommendation to the Risk Oversight Committee (“ROC”) and the Board of Directors (Board)
Policy Reviews - Support the Credit Risk Lead in continuously enhancing the Bank's credit risk policies
New Product Assessment - Provide supplemental analysis to the overall credit risk assessment for proposed new products and services
ECL management - Design and implement various models of the Bank related to credit risk e.g. internal credit risk rating models and ECL models. Prepare regular ECL reports and perform adhoc analysis using various sets of assumptions as needed
Portfolio monitoring - Conduct portfolio monitoring and analysis on loan concentration and asset quality
Requirements:
Bachelor’s degree in Statistics, Math, Finance, Economics, ...