Retail Credit Risk

Job Description

RETAIL CREDIT : Analyze retail mortgage portfolio (HL/LAP/Inventory funding/Prime/affordable) ICAAP and credit risk stress testing EWS framework for retail portfolio Support in ECL working Preferred Candidate : Experienced with Portfolio Monitoring , Risk Modelling , Stress Testing, Credit Risk Excluding : Credit Underwriting, Audit , Compliance, Wholesale or products other than mortgage Role & responsibilities 1. Model Development & Compliance Contribute to the development and maintenance of IFRS9-based Probability of Default (PD) and Loss Given Default (LGD) models. Support implementation and validation of risk models in alignment with regulatory frameworks. 2. Credit Risk Stress Testing as part of ICAAP Design and execute stress testing models to assess the impact of adverse economic scenarios on banks credit portfolio. Analyse results, identify vulnerabilities, and provide recommendations to senior management for risk mitigation and capital planning 3. Retail Mortgage Policy Review & Analysis Analyse and interpret retail mortgage policies to identify and mitigate credit risks effectively. 4. Portfolio Monitoring & Analysis Conduct regular monitoring of credit portfolios to ensure adherence to risk thresholds and compliance standards. Monitoring by analysing monthly trend of Non-starters (NS), Early mortality, Slippages and Delinquency percentages etc. Perform roll rate analysis and vintage model assessments to evaluate portfolio performance. 5. MIS and Reporting Prepare and maintain comprehensive monthly MIS and reports for internal stakeholders. Develop and present data-driven insights and risk assessments to Senior Management and the Board. 6. Advanced Data Analysis Leverage advanced Excel (including Macros) for data analysis and reporting. Knowledge of Data Science tools and techniques (preferred) for enhanced portfolio insights. Work Days: 6 days working (2nd and 4th Saturday off) No Hybrid or Work from Home