Manager - Credit Risk Modelling (FS S&O)
Core
Deliver Basel III/SBV Basel regulatory projects for banks, focusing on Credit Risk analysis, capital adequacy calculations, and stress testing.
Role type
Manager, Credit Risk Modelling & Regulatory Compliance
Builds
Credit risk frameworks, Basel computation engines, risk analytics data marts, and regulatory compliance tools.
Domain
Banking / Financial Services / Regulatory Compliance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Basel II/III/SBV Basel regulations expertise, Credit Risk Modelling, Capital Adequacy Ratio (CAR) calculation, Risk-Weighted Assets (RWA) calculation, Internal Capital Adequacy Assessment Process (ICAAP), Credit concentration risk stress testing, Business Requirements Document (BRD) development, User Acceptance Testing (UAT), System deployment support, Framework documentation, Econometrics, Data analysis
Preferred skills
Financial Risk Manager (FRM) certification, Chartered Financial Analyst (CFA) certification, People management experience, Mentorship
Technologies
Excel, VBA, SQL, Database systems
Responsibilities
Analyse large-scale banking data to develop compliant methodologies and calculation logic; Develop and refine framework documentation for credit risk policies and procedures; Support implementation of credit models and risk analytics data marts; Conduct training programmes and facilitate knowledge sharing; Engage in research and development of new risk models and analytical applications.
Seniority
Manager, hands-on IC with team leadership