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More than 7 years experience in developing and maintaining IRB models, scorecards and MFRS9 models including PD, EAD and LGD models.
Ensuring data used for model development, recalibration, re-baseline, monitoring, and review are accurate, sound and align with expectation.
To perform/assist in scorecard/model development, recalibration, re-baseline project - ensuring modelling methodologies are acceptable, validating vendor's work and involved in implementation.
Responsible in model monitoring and review of models including but not exhaustive to IRB, MFRS9 and other credit models on monthly/quarterly basis to ensure the scorecards/models are performing and stable.
Assist in implementation of models.
Supporting business unit/model users on credit model related matters, and raising issues to concerning models to team lead.
Involve in system enhancements that relate to scorecards/models or STP/business rules.
Acts as a shadow to team lead and guiding junior modellers.
Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation.
