Manager - Credit Risk Modeling & Analytics

Role Summary:

Development and maintenance of credit scoring models/ assessment tools, strategies and capital estimate modelling of PD, EAD and LGD that apply to all retail / commercial portfolios, as well as assisting in strategy development and implementation.

Key Responsibilities:

Develop and maintain statistically derived models across the credit lifecycle, including application, behaviour, collections, bankruptcy

Develop capital estimates modelling, including PD, EAD and LGD analysis

Develop / Validate retail lending strategies and assessment processes

Responsible for all aspects of data management

Ideal Candidate Description:

Post Graduate qualifications in statistics, operations research, mathematics, business, finance from premier institute

Well developed analytical, numerical, research and problem solving skills

Well-developed written and verbal skills

Project Management skills

Good understanding of Retail portfolios

Advanced Statistical software skills (e.g. SAS)

Good understanding of credit scoring and portfolio management techniques

Good understanding of capital estimates methodology