Job
Core
Lead the Credit Risk Forecasting team to shape the bank's forward-looking credit risk strategy through stress testing, forecasting, and predictive analytics.
Role type
Senior IC Associate Manager (Credit Risk Strategy & Analytics)
Builds
Credit risk projections, Expected Credit Loss (ECL) forecasts, regulatory stress test submissions, and portfolio Early Warning Indicators (EWIs)
Domain
Banking / Credit Risk Management
Deliverable
production ML models
Required skills
Credit risk forecasting, stress testing, risk appetite setting, IFRS9 implementation, credit risk modelling, team leadership, SAS programming, R programming
Preferred skills
Experience with CRR frameworks, rating models, application scorecards, behavioral scorecards
Technologies
SAS, R
Responsibilities
Lead the Credit Risk Forecasting team providing oversight on forecasting, stress testing, and risk appetite; Manage development of ECL forecasts and portfolio performance assessments for strategic initiatives; Oversee regulatory stress testing exercises ensuring compliance; Drive enhancement of portfolio-level Early Warning Indicators; Maintain governance of credit risk models including rating and scorecards; Lead definition and calibration of Credit Risk Appetite metrics; Mentor and develop team members.
Seniority
Senior, hands-on IC with management responsibilities