SB Finance | Risk Model Officer

POSITION : RISK MODEL OFFICER REPORTS TO : RISK MODEL & MONITORING MANAGER RANK / LEVEL : AM - SAM DIRECTLY SUPERVISES : NA UNIT / DEPARTMENT : RISK MODEL MANAGEMENT DIVISION : RISK MANAGEMENT NEW OR EXISTING ROLE? : NEW JOB SUMMARY The Risk Model Officer is primarily responsible in executing model management related initiatives which focuses mainly on, but is not limited to, 1) designing scorecard strategies to optimize profits and asset growth, 2) back-testing of external models for business use, and 3) supporting model monitoring and recalibration activities, in compliance with risk policies, regulations, and governance requirements. DUTIES AND RESPONSIBILITIES Analytical Thinking 1. Conduct data preparation, model development, documentation, and implementation assistance to support model management activities. 2. Back-test, monitor, and create score strategies using alternative scores such as telecom score and bureau score. 3. Ensures model appropriateness using scorecard/rating monitoring reports to make necessary model adjustments and recalibration. Effective Communication Skills 1. Collaborates with various departments through regular discussions to have a better understanding of the performance data trends and other reporting requirements. 2. Proactively asks questions or clarifications for any data inconsistencies. Technology Adeptness 1. Develops data processing programs and reporting tools using SAS or other similar software to efficiently generate standardized reports and easily capture quantitative data. Planning and Organizing 1. Ensures deliverables on model-related projects are within the committed timeline. Quality Orientation 1. Generates regular and ad hoc reports for analysis and presentation to the internal Risk team and supporting functional units. 2. Provides insights on data trends, helps to investigate, and highlights the findings to the team/relevant stakeholders to aid in refining business strategies and decisions. Performs other related tasks which may be assigned from time to time by the Line Manager to support same objective of setting up and executing a robust end to end model management framework for business growth and development within the set business risk appetite.