OBJECTIVES

• Ensures portfolio credit risk evaluation and provisioning under IFRS requirements
• Ensures portfolio credit risk expected loss are well managed and achieves organization objectives

KEY RESPONSIBILITIES

• Develop, support and enhance models for IFRS provisioning and IFRS financial statements purposes
• Collect data and validate data quality needed for IFRS provision calculation and IFRS financial statement disclosure
• Develop and monitor the loss projection model based on the probability of default, transition matrix or actual risk performance of portfolio.
• Back test the credit loss model results, validate its quality and propose the solution to improve the accuracy of projection.
• Evaluate and provide the expected loss rate of new bookings, new products or pilot/promotion programs.
• Create ad-hoc credit risk reports and conduct analysis
• Monitor the risk performance, collection performance, the recovery rate and analyze the impact on the projection models for recalibration
• Compose and issue the internal documents about the methodology and process of credit loss projection or other related documents.
• Collaborate with BF, BICC, PBD to provide the transition matrix for operating and monitoring the quarterly SAP/NPM profitability model
• Coordinate with FIN, BICC & Collection to issue and calibrate the matrix in order to build the yearly sales plan
• Work with related departments or unit to generate routine or ad hoc reports
• Other tasks assigned by Head Department or CRO

REQUIREMENTS

• Education: University degree in finance, computer science, mathematics, statistics or its equivalent
• Experience: At least 5 years of experience in data analysis, Consumer Finance or Retail Banking is preferred
• Solid knowledge in Credit Risk and Risk Management
• Solid knowledge in risk indicators, life time loss rate ability to conduct advanced statistics, estimation for these key risk factors
• Experience in expected credit loss models/methodology based on IFRS standard or other similar models
• Experience in the SAP/NPM profitability model
• Understanding of the roll rate, Was-Is/transition matrix, the recovery rate
• Proficient in using SQL Oracle
• Proficient in using Excel to conduct analysis, understand risk indicators and banking MIS is a plus
• Proficient in MS Word, Excel, and PowerPoint
• Good organizational, communication skill, logical and analytical thinking
• Ability to work independently and strong problem-solving skill
• Careful, accuracy and pay attention in details
• Fluent in English