Senior Portfolio Credit Analyst

Description Chuyên Viên PT Danh Mục Tín Dụng Cao Cấp

KEY RESPONSIBILITIES

• Develop, maintain, and monitor IFRS9 provision model including Markov provisioning model control and monitoring. Risk cost reporting and reconciliation with Accounting and Finance.
• Group BOD key PIC in terms of credit risk including but not limit to monthly/ quarter BOD deck, in-deep analysis on request or risk action proposal as well as group comprehensive stress test and Group EGS related requirement.
• Base on current existing report to build a framework for portfolio quality management in order to trigger and address the problem of the business to related departments
• Develop statistical and predictive analytic models base on large, diverse dataset to ensure the risk level of the portfolio is within the business expectation
• Preparation of risk inputs for financial models, regular reports
• Using statistical ability to track the portfolio key indicators and reference with Plan/ Budget to diagnose the difference
• Interpret data, process unstructured data into a form suitable for analysis, analyze results using statistical techniques and provide ongoing reports
• Provide expertise in data analytics and algorithm development supporting the integration and analysis of diverse data sources
• Support business decisions with ad hoc analysis as needed

Requirement Chuyên Viên PT Danh Mục Tín Dụng Cao Cấp