The **Data Scientist / Portfolio Risk Manager** provides analysis, monitors the performance and develops portfolio credit recommendations on consumer loan portfolios to manage risk taking, improve profitability and ensure the bank’s lending activities adhering to Retail Credit policies and Risk Appetite target. This role leverages the use of statistical tools, quantitative modeling techniques and other business methodologies to mine data and support credit policy and strategy recommendations. The position is responsible for contributing to key risk management related business processes such as credit performance monitoring, retail risk policy/strategy development, credit loss reserving, loss forecasting and business planning. This role is also responsible for ADHOC analysis including due diligence for potential portfolio or retail lending business acquisitions.

**Loss forecasting and performance monitoring (40%)**

+ Develop, enhance loss forecasting framework. Main...