This team is responsible for the maintenance and execution of the full suite of credit impairment models as well as DoD engines and plays a key role in the determination of credit loss budgets and provides the credit loss projections used in internal and external stress testing exercises including those requested by regulatory authorities.
- Support change process and implementation of new models
- Active engagement with other risk areas such as forecasting, portfolio management, collections etc.
- Preparing materials and presenting results to governance forum/committees
- Regular engagement with external auditors to support the successful completion of half-year and year-end audits.
- Support internal audit activities and closing internal validation points
- Actively involved in review and challenge of the next generation credit risk provisioning models.
- Keeping process documentation up to date with model changes
- Support development of MI Analytics dashboards
- Experience with building and running models in SAS or similar statistical software or programming languages
- Strong programming/coding experience
- Good experience working with analytical tools
- Good understanding of risk management regulation and guidelines on and loss reserve methodologies and relevant accounting standards
Advanced Excel skills are essential
If interested, send your CV to firstname.lastname@example.org