Graduate Trainee - Personal Financial Services Credit (Credit Risk Modeller)

Graduate Trainee - Personal Financial Services Credit (Credit Risk Modeller)

The Credit Risk Modeller (Graduate Trainee) is responsible for the end-to-end management, governance, and enhancement of Expected Credit Loss (ECL) models specifically for Personal Financial Services (PFS) credit portfolios. This role acts as a subject matter expert, ensuring the predictive accuracy, robustness, and regulatory compliance of all core credit risk models, including Probability of Default (PD) and Loss Given Default (LGD). The position reports to the Head of Credit Analytics & Data Science, Personal Financial Services Credit.

Key Responsibilities and Accountabilities

• Prepare and finalize Expected Credit Loss (ECL) model results, including Probability of Default (PD) and Loss Given Default (LGD).
• Prepare the quarterly model monitoring deck (KS GINI, PSI, MAD, R2, MAPE) for senior management with high accuracy.
• Perform model enhancement and recalibration from time to time to ensure models remain predictive, robust, and compliant.
• Assist in MFRS 9 ECL and Model automation projects.
• Coordinate with various departments, including Collections, to gather data (e.g., recovery and cost for impaired accounts).

Compliance & Model Maintenance

Job Requirements

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