Senior Manager - Wholesale Risk Modeling - IFRS9/IRB/Basel - SAS

Looking for leaders having 10+Yrs of experience into banking domain, worked on wholesale risk modeling, should have experience in IFRS9/IRB/Basel, wholesale banking products with strong exp. in SAS.

ECL Analytics

- Deliver analytical insights into the wholesale and retail ECL. Work with Risk and Finance to produce the analysis needed to support the understanding and use of the ECL numbers.

- Complete - what-if- sensitivity analysis using alternative economic scenarios and/or different model or parameter changes.

Stress Testing Analytics

- Deliver analytical insights into the wholesale stress testing results. Produce the analysis needed to support the understanding of the results.

- Recommend enhancements to the existing approach to calculating the wholesale stress testing numbers.

Credit Risk Analytics

- Identify new approaches to improve the predictive power of existing and new models; and develop tools that can be used to improve the businesses credit decision making processes.

- Identify and implement tools that can used to provide additional analytical insight into the work being done within Enterprise Risk Management (e.g. stress testing, IFRS 9, Credit Risk modelling).

- Understand and assess how new techniques or model development tools (e.g. R or Python) can be used to enhance the Bank's model development and analytics.

Internal and External Compliance

- Comply with the Operational Risk Framework.

- Proactively support the implementation of the Group Model Risk policy.

- Have an understanding of the IFRS 9 requirements and home and host regulatory stress testing requirements.