Job Description

Job Responsibilities : Responsible for the development and execution of credit portfolio risk monitoring activities, including analytics and process enhancements. Responsible for creating, enhancing and maintaining reports on key risk metrics, concentrations, and stratifications of the loan portfolios. Undertake data analytics of a bank's credit portfolios and provide monthly/ quarterly/ ad hoccredit risk reporting over the health and composition of the entire bank's lending portfolios to the executive management and the board, which include KRI reporting, through-the-door analysis, delinquency & flow rate analysis, vintage analysis, default analysis, risk profile/segmentation analysis. Monitor portfolio limits/thresholds in accordance with risk limits and portfolio standards. Collaborate with other departments and stakeholders to continually enhance risk data quality including the compliance to BCBS239. Drive automation to improve efficiency in performing risk monitoring/reporting. Support the implementation of risk applications for e.g. Efficient Frontier and Economic Capital.Qualification Possess an innate ability to be detail-oriented, strongly analytical, and have an incredible passion for ensuring the accuracy of numerical and statistical data. Proficient in Python, R, SAS, SQL, and other data analytics tool. Proficient with MS Office applications, including Excel, PowerPoint. Proficient in working with different databases and management of large complex data sets / structure. Solid written as well as verbal communication skills for effective presentations and working relationships with all levels of management across various departments. 5-7 years of banking experience, possess a general understanding of loan products and experience in credit portfolio analysis and reporting. Being familiar with credit policies and standards as well as relevant regulations and compliance issues will be an added advantage.
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