About the job
Data Management
• Identify and evaluate valuable data sources while automating data collection processes.
• Prepare datasets for modeling applications.
• Conduct preprocessing of both structured and unstructured data.
• Analyze extensive datasets to uncover trends and insights.
• Utilize data visualization techniques to effectively present information.
Business Acumen
• Strong understanding of retail banking products, particularly in the credit card sector.
Model Development and Management
• Create and refine credit risk models tailored for retail portfolios (e.g., credit decisioning, PD, LGD, EAD, IFRS9), ensuring adherence to internal and regulatory standards.
• Validate that model outputs are suitable for daily business operations, underwriting decisions, and risk appetite strategies.
• Continually enhance models based on user feedback, regulatory requirements, and ongoing performance assessments.
• Collaborate closely with the Enterprise Risk Management (ERM) team for stress testing and ICAAP submissions.
Model Monitoring and Implementation:
• Ensure models remain precise, dependable, and compliant with regulatory standards.
• Conduct user acceptance testing to guarantee proper implementation of models within the operational systems.
• Address ad-hoc portfolio analysis requests promptly.
• Consistently realign models to monitor performance, offering ongoing guidance for retail portfolio lending activities.
• Develop, implement, and oversee risk models for the retail lending portfolio.
• Support the team in achieving efficient delivery of requirements set forth by management and external regulators.

