Tasks include but are not limited to:
- Working with Group Risk Analytics teams to understand credit risk methodology's relating to IFRS 9
- Coordinating activities with Stress Testing, Sovereign Risk & Forward Economic Guidance Teams
- Being able to manage all levels of stakeholders
- Close collaboration with other global team will be essential to be successful in the role.
- Being the main point of contact in Wholesale Credit Risk (WCR) for IFRS9 questions coming from local regions, other HGHQ teams and regulators
- Have an understanding of risk analytics and credit risk modelling
- Programming experience (SAS, SQL)
- Comfortable to perform data mining activities (for ECL driver analysis)
- IFRS 9 and Regulatory reporting experience
- IFRS 9 subject-matter and technical skills, with ability to:
i. to manipulate large data sets on analytics platforms like SAS,
ii. build tactical VBA or spreadsheet-based tools for analysis and
iii. present to senior stakeholders Strong IFRS 9 subject-matter, business knowledge and technology sense Strong written / verbal communication skills
- Review Group/regional/business demands for methodology/policy changes and assess impacts
- Provide business performance benchmark reports
- Review credit mitigation measures applied to reduce ECL
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