Data & Risk Decision Analytics Manager

Overview

Analytical role focusing on risk modeling and model monitoring within the regional risk function. Responsible for governance of the model repository and ensuring effective model risk management in risk modeling across the region. Key Responsibilities

Support Head, Risk Modeling in relation to activities below, be the custodian of the model repository and accountable for effective model risk management within risk modeling across the region. Technical Expertise

Prepare model performance monitoring reports and be accountable for accurate, timely reporting to the management committee. Provide insights through monitoring reports to ensure correct use of models and inform critical decisions related to model recalibration or refinement. Review and continuously improve model performance monitoring processes and automation. Knowledge of scripting (SAS, Python); data-savvy with the ability to work with large datasets to monitor models in accordance with Basel and MFRS requirements. Analyze data / trends, present and discuss monitoring results, identify areas of concern and provide rationale. Recommend and establish standards, guidelines, and processes to improve model monitoring approaches. Maintain comprehensive awareness of the business, regulatory environment, technology, and trends to reflect in model monitoring in a timely and accurate manner. Stakeholder Management

Strong communication skills to present model monitoring results through compelling narratives to team members and business leaders; contribute to data-driven decisions and model enhancement initiatives. Collaborate with business experts to gather insights in model monitoring and data analytics. Coordinate with related parties on data-related activities and data derivation rules. Requirements

Bachelor Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, or Financial Mathematics. Minimum 3-4 years of relevant experience. Good knowledge of relevant regulatory requirements on risk models and risk parameters. Good understanding of the respective area’s business products and operations. Strong analytical skills and statistical modeling knowledge. Good understanding of relational databases and data models. Good programming skills in data handling and statistical modeling. Seniority level

Mid-Senior level Employment type

Full-time Job function

Research, Analyst, and Information Technology

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