Vice President - Wholesale Risk Model Monitoring - Bank

- Monitor credit risk IRB and IFRS9 models for the measurement of PD, EAD and LGD for the bank's wholesale portfolios

- Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and cleansing to the documentation and presentations to key stakeholders

- Elevate the current monitoring outputs to best-in-class by adding analytical insights

- Ensure that all monitoring results and analysis comply with the Group monitoring standards

- Have good understanding specifically of IRB CRR and EBA requirements