Verified Job
Accounting - Finance
Credit Portfolio Risk Analytics
Accounting - Finance
#283813
Remote / WFH
Job Description
Portfolio MonitoringThe team actively manages credit risk on the Wholesale Banking portfolio of the Bank. Develop risk frameworks to mitigate credit risk on Wholesale Banking portfolio of the bank. Analyse trends in wholesale portfolio and prepare presentations for review with Chief risk officer on key performance indicators. Develop new early warning signals for early detection of borrowers with weak credit profile for timely credit action. Provide insights to senior management for quarterly earnings call.
Work in close coordination with Credit, Policy, Compliance and Rating teams Model BuildingDevelopment, monitoring and performance tracking of credit risk rating models for the corporate portfolio.
Building of new internal rating models or review of the existing models for refinementsExplore alternate statistical techniques to support credit risk modeling and other knowledge development projectsLiaise with ratings, policy and underwriting teams to keep abreast of changing operating environment and underwriting standardsPrepare model documentation and monitoring packs as per internal and regulatory guidelines.
Tracking model performance, suggesting improvements and implementing approved changesAssist in model implementation and deployment. Liaise with Business Solutions Group and relevant stakeholders for process and system implementation/improvements
Work in close coordination with Credit, Policy, Compliance and Rating teams Model BuildingDevelopment, monitoring and performance tracking of credit risk rating models for the corporate portfolio.
Building of new internal rating models or review of the existing models for refinementsExplore alternate statistical techniques to support credit risk modeling and other knowledge development projectsLiaise with ratings, policy and underwriting teams to keep abreast of changing operating environment and underwriting standardsPrepare model documentation and monitoring packs as per internal and regulatory guidelines.
Tracking model performance, suggesting improvements and implementing approved changesAssist in model implementation and deployment. Liaise with Business Solutions Group and relevant stakeholders for process and system implementation/improvements
