Responsibilities:

• Oversee engine execution to produce DoD model output
• On-going maintenance of existing DoD engine
• Support change process and implementation of new models
• Development of analytics dashboard, monitoring and MI reports
• Active engagement with other risk areas such as forecasting, portfolio management, collections etc.
• Preparing materials and presenting results to governance forum/committees
• Regular engagement with external auditors to support the successful completion of half-year and year-end audits.
• Support internal audit activities and closing internal validation points
• Actively involved in review and challenge of the next generation credit risk provisioning models.
• Keeping process documentation up to date with model changes
• Deputising for the Senior Manager.

Skills desired:

• In depth knowledge of credit risk management techniques, Default guidelines and regulation, IFRS9 provisioning methodologies and risk governance processes
• Credit strategy experience through all stages of credit risk and product lifecycle
• Ability to develop and explain to senior management complex credit risks and how such risk can be mitigated.
• Knowledge of current local market dynamics, key players and their strategies, and current market pressures that will have a bearing on their own area of responsibility
• Experience with building and running models in SAS or similar statistical software or programming languages.
• Strong understanding of risk management regulation and guidelines on and loss reserve methodologies and relevant accounting standards

If interested, please apply below. Alternatively, email chris.norton@goodmanmasson.com

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.