Data & Risk Decision Analytics Manager

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

Technical Expertise

• Prepare model performance monitoring reports and accountable for accurate, timely reporting to the management committee.
• The monitoring report served to provide insights to ensure correct use of model and facilitate critical decision making related to model recalibration or refinement.
• Review and on-going improvement in model performance monitoring process and automation.
• Knowledge of scripting particularly in SAS, Python, data savvy and able to work with huge datasets to ensure ongoing model monitoring in accordance to Basel and MFRS requirements.
• Drill down into data / trend identified from the data. Presents and discusses analysis, model monitoring results i.e. identify area of concern and its thought / rational.
• Recommend and establish standards, guidelines and processes that improve model monitoring approaches.
• Comprehensive awareness of the business, regulatory environment, technology and trends and ensure these are reflected in the models monitoring in timely and accurate manner.

Stakeholder Management

Requirements

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