Develop and maintain enterprise risk management models e.g.
Basel, IFRS 9, ECL (PD, LGD, EAD) models, stress testing, and macro economic models
Conduct model analysis for credit acquisition, early warning and monitoring, enterprise risk management, and other purposes
Coordinate with modeling team for risk modeling and risk analytics
Managing internal and external clients (users) of the modeling and analytic products
Coordinate the preparation and development of long-term strategic plans (corporate plans), Bank Business Plans (RBB) and Bankwide/consolidated Corporate Work and Budget Plans (RKAP).
Conduct periodic reviews of Corplan, RBB and RKAP and make revisions if necessary.
Coordinate with other teams in ensuring the implementation of a review of performance achievements until the middle of the fiscal year, as a basis for revising the RKAP if needed and knowing the estimated performance achievement until the end of the year.
Coordinate the process of allocating business targets and cost budgets from the budget management work unit to related work units both at the Head Office and outside the Head Office.
Coordinate with other teams in reviewing business targets, budgets, work programs and other targets proposed by all work units
Minimum Bachelor's degree in Statistics, Mathematics, Computer Science, Computing, Economics or Finance
Minimum five-year experience risk management
Risk management certification
Knowledge in credit risk management
Knowledge of banking business management
Knowledge of banking regulations
**Expertise and Skills in the following fields**:
Credit Risk Modelling
Financial Analysis
Applied Statistics
Modeling and Machine Learning languages (SAS, Python/R)
BigData management and analytics
Basic computer such as Office
Fluency in English