• Oversee the development, testing and implementation of IFRS9 models for all of the commercial portfolios.
• Lead forecasting cycles in line with Finance reporting timetable.
• Manage and develop the IFRS9 Modelling Team.
• Adhere to the Group’s Model Governance Framework including The Model Inventory, Model Policies and Procedures, Model Standards and Model Risk Register
• Upgrade the IFRS9 models based on model users and regulatory feedback and on-going model performance monitoring.
• Assess the downstream impact of models to understand its network risk.
• Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented.
• Understand Model related uncertainty risk including data, regulatory, business strategy, market, competitive landscape, system, environment, and others to ensure model sponsors appreciate the full model risk and limitations.
• Represent the model users and ensure all the model use cases are considered within the model life cycle activities.
• Taking the lead in developing the end-to-end model solutions.
• Conduct model validation, and present findings to the Model Governance Committee.
• Coordinating the model implementation, model performance monitoring and model decommission for the businesses.
• Full technical responsibility for team output.
• Provide technical expertise from a modelling, data management and analysis perspective.
• Recruit analysts when the size of the team is required to grow.
• Managing projects, ensuring actions are delivered in line with expectations and that clear communication is provided throughout.
• Presenting analysis and findings in relation to the models to senior stakeholders.
• Worked in an IRB environment.
• Substantial PD/EAD/LGD model development experience in the Corporate, Institutional, and Commercial portfolios.
• Practical experience of operating under a Model Governance Framework.