Credit Quantitative Oversight Manager
Core
Own, support, and manage key relationships across RCI/MFS, overseeing all Credit Risk positions, underwriting issues, and risk appetite compliance.
Role type
Senior Second Line of Defence Credit Risk Manager (Quantitative Oversight)
Builds
Credit risk policies, quantitative models, and regulatory reports for the bank's credit portfolio.
Domain
Banking / Credit Risk / Quantitative Modelling
Deliverable
production ML models
Required skills
Quantitative modelling, Risk analytics, Excel, Power BI, R, Python, C++, Java, Loan origination policy, Model risk management, Regulatory reporting, Team mentoring
Preferred skills
Entrepreneurial attitude, Macro-scale thinking, Executive communication, Stakeholder management
Technologies
Excel, Power BI, R, Python, C++, Java
Responsibilities
Provide Second line of defence review of MFS underwriting credit portfolio; Primary Dealer and Underwriting counterparty assessments; Provide Second line challenge on loan approval process; Ownership of Model review and procedure review on aspects such (ECL,PD, LGDs, EADs); Scorecard Oversight & Quantitative Development; Drive governance around model changes or updates; Develop executive reporting; Monitor and report on counterparty exposures & Macro Economic/Micro Economic Mindset & Outlook; Regulatory reporting oversight – second line review and approval; Monitor and report on all Large Exposure Daily positions; Oversight of risk models operating in accordance with policy; Mentoring and managing junior members of the team; Risk appetite statement & Risk Management Framework development.
Seniority
Senior, hands-on IC with team management
