Head, Credit Portfolio Monitoring & Forecasting
- SGD1500000 - SGD1501000 per annum + Negotiable
- Permanent, Full time
- Nicoll Curtin - Singapore , EA Licence No: 11C5620
- 20 Oct 17 2017-10-20
Delivering on internal and external reporting, stress testing, Basel/IFRS9 model data extraction and implementation of MAS Frameworks to support risk portfolio monitoring and management.
- Manage/co-ordinate stakeholder forums/committee, meetings and Identify stakeholder issues and able to address and present issues/results appropriately
- Ensure all Regulatory (including local regulatory and BoE/CRR requirements), Group and Country Reporting are done accurately within timelines and proper reconciliation process in place. Perform periodic review on reporting process to ensure compliance of regulations and Group guidelines.
- Co-ordinate ad-hoc MI and presentation decks to senior management such as market environment, portfolio credit quality overview, early identification of watch list, support data for portfolio management actions and stress test results.
- Ensure loss forecasting and budgeting exercises deliver on time and accurate.
- Manage expense reporting and forecasting exercises deliver on time and accurate.
- Perform periodic Stress testing, Industry-wise Stress Test(IWST), Country ICAAP and support to maintain the portfolio risk appetite within thresholds.
- Monitor and maintain Credit Scorecards and Basel models. Support the development and implementation of Scoring and Basel models as well as IFRS9 models.
- Ensure Collections MIS to monitor KPI, capacity planning, collector incentive scheme review and supporting for champion / challenger strategy execution.
- Maintain and develop risk capabilities, skills and infrastructure to meet ongoing needs and plans. Support the system infrastructure upgrade for Collections Management, Credit Decisions and risk reporting/analytics agenda.
- Ensure proper management of customer sensitive data
- Adherence to Operational Risk Framework (ORF) in the process of identification, control and monitoring.
- Compliance with group policies and standards, local regulatory guidelines.
- Support the roll out of central hub in offshore with adequate governance oversight and due diligence.
- Team Lead experience of between 10-20 members
- Prior exposure in Retail Banking Analytics in Consumer Credit, Finance, Decision Science for a minimum period of 18 years.
- High degree of familiarity with BASEL matrices and their applicability in Consumer Credit management, ICAAP, Stress Testing techniques and MAS637 notice.
- Expert level knowledge of monitoring credit scorecards and BASEL Models Successful track record of leading MIS or Credit teams with minimum team size of 10 people.
- Excelling knowledge of SAS; credit data-mart management and MIS automation projects
- High level of interest and aptitude in analytical assignments with degree in a quantitative (e,g, computer science, engineering, mathematics, statistics) or business
- High level of initiative, commitment and team spirit; strong commitment to deadlines for self and team.
- Strongly desirable knowledge of Consumer Credit including Regulatory Requirements in the Singapore market