1. Support and manage the analysis, development and coordination with Customer Groups, Product Groups, Group Risk, Regulatory Reporting and regulators on the review and implementation of IRB models;
2. Support and manage the Basel 3 reform change initiatives; At a team level supports and locally embeds Basel 3 reform change initiatives; Support and integrate the model usage MI dashboards in Tableau with the new regulatory capital reporting platform;
3. Provide deep dive data analysis to identify model usage issues and liaise the remediation solution with stakeholders; Lead the discussion in the model usage issues and liaise the resolution with the senior stakeholders;
4. Support and manage the BAU reporting and risk parameter update for Wholesale IRB models;
5. Support the interaction with customer groups and product groups to ensure understanding of credit risk models, policy and decision making / behaviour to achieve related aims; Support the ad-hoc queries from r...