To contribute to the delivery of MI, analysis and reporting, including recommendations on Economic Profit (EP) and Shareholder value-add (SVA) optimisation, and other important Portfolio Tilt metrics (for assets)
Support the enhancement of the modelling and Analysis of assets returns metrics.
Support the enhancement of risk/return analytics and conducting independent deep dives into various portfolios.
Conducting and delivery of asset Market share and Peer analytics to support the Group’s Portfolio Tilt.
Conducting high quality analytics to actively support Group Credit Risk in the management of credit strategy and risk appetite.
Play a role in the assessment of strategic implication of IFRS 9 and implementation of corresponding measures to address these implications.
Play a role in the delivery of advanced impairment analytics and sensitivity analysis – Attribution Reports.
Support the delivery of credit capital analytics to support management of the Group’s credit portfolio.
Play a role in the design of new regulatory requirements (BASEL 3 reforms) and associated RWA optimisation.
Support the design and implementation of the strategic response to BASEL 3 reforms.
Support enhancement of internal credit risk reporting capabilities.
Stay abreast of BCBS and best practice / international developments in credit risk measurement, analytics, management and reporting and assist in developing necessary strategies to ensure optimal impact on the group’s portfolio.
Outputs / deliverables (main items)
High quality analytics that will contribute and support Group Credit Risk in the management of credit strategy and risk appetite.
Quantitative portfolio analytics to support portfolio performance assessment and enhancement of risk/return analytics.
Successful delivery of ‘value add’ modelling and analysis of asset returns metrics across the Group.
Minimum Experience Level
2+ years’ work experience in the area of credit (e.g. risk, strategy, origination, pricing)
Responsibilities + Skills
Developing ways to minimize risksInfluencing stakeholders to obtain buy-in for concepts and ideasSharing information in different ways to increase stakeholders understandingExecuting strategy
Post graduate degree in Mathematics/Financial Mathematics/Statistics/Economics, or Chartered Accountant with credit experience.Type of ExposureAnalysing situations or data that requires an in depth evaluation of multiple factors
Working with a group to identify alternative solutions to a problemInteracting with diverse peopleBuilding and maintaining effective relationships with internal and external stakeholdersAnalysing and interpreting quantitative and qualitative dataManaging multiple projectsProfessional/Technical Competencies