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Vice President, Unsecured Lending Credit Risk Model Management
The role is responsible for managing model risk and documentation about loan loss forecasting models which are used for internal and regulatory stress testing exercise, loan loss reserve forecasting, credit cost plan/outlook for PBWM Credit risk. Responsibilities: Report to Head of Risk Analytics and Model Risk Management to manage consumer credit risk models including credit loss forecasting models (model development/ validation/ renewal), and loan loss reserve forecasting models (IFRS9, CECL). Manages model risk and properly document across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews. As a model sponsor delegates, provides effective challenge during model development / valida


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