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Lead modelling PIC in IRB project - to work alongside consultants and PWG, and managing and guiding modellers subordinates involved in the project.
More than 12 years experience in developing and maintaining IRB models in Retail, SME and Corporate portfolios, including PD, EAD and LGD models.
Ensuring models are statistically sound by reviewing and able to challenge models development methodologies by external consultants.
Overviewing monitoring of credit models and scorecards performance and reporting them to management in a consistent and timely manner.
Supporting business units on models related matters.
Involved in models implementation.
Assisting in obtaining approvals in models related matters - management, board and BNM.
Resolving model validation and audit observations/findings in timely manner.
Setting up and maintaining policies/guidelines on model related matters.
Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation.
