Own and drive the Expected Credit Loss (ECL) and provisioning framework across all lending products in line with IFRS 9 / PFRS 9.
Serve as the business and risk owner for PD, LGD, and EAD models, ensuring conceptual soundness, consistency, and appropriate use across portfolios.
Translate portfolio strategy, underwriting changes, and macro-economic assumptions into ECL impacts and provisioning outcomes.
Partner with Data Science, Finance, and external vendors to design, enhance, validate, and implement ECL models and overlays (without hands-on model development).
Lead scenario design, macro-economic overlays, and management judgment applied to provisions, ensuring transparency and defensibility.
Monitor model performance, back-testing results, and emerging portfolio risks, and recommend recalibration or overlays where required.
Drive governance, documentation, and approval of ECL metho...