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.

Key Responsibilities:

• 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

Key Requirements:

• 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 nmohamed@merje.com