Job Description

Develop, review, and validate credit risk measurement models under the Internal Ratings-Based (IRB) approach, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD); implement credit risk-weighted asset (RWA) calculations under both the IRB and Standardized Approach (SA).
Develop, review, and validate credit risk models in accordance with IFRS 9, including PD, LGD, and EAD models, and implement Expected Credit Loss (ECL) estimation.
Develop, review, and validate credit risk models applied throughout the credit lifecycle, from customer targeting, credit assessment and approval to credit monitoring, debt collection, and recovery.
Implement credit risk models in business operations and risk management activities, with a particular focus on digital transformation initiatives.
Operate and maintain internal credit rating systems and credit risk modeling platforms; conduct use testing to ensure the effective application of credit risk models.

Job Requirements

Education

Bachelor's degree or higher, with a minimum Good academic classification (or equivalent), from a reputable domestic or international university.
Major in Financial Mathematics, Mathematical Economics, Finance and Banking, Risk Management, or related disciplines.

Experience

- Preference will be given to candidates with experience in commercial banks, financial institutions, or auditing firms, particularly in:

Skills and Competencies

Core Competencies:

Strong mathematical and statistical analysis skills, including statistical model development.
Proficiency in data processing, data management, and data structures.
Ability to present and visualize data analysis results effectively.

Additional Competencies:

Sound understanding of credit risks throughout the credit lifecycle and credit risk analysis methodologies.
Proficiency in database query languages and statistical analysis software.
Strong communication and collaboration skills, with the ability to work effectively with credit risk management, credit risk monitoring, and business units