Perform month-end closure to present monthly provision level as well as associated risk cost including portfolio analysis on credit portfolio movement for IFRS9 Committee chaired by CRO
Ensure the correctness of staging and provisioning and the staging rules for ECL calculation aligns the internal policies
Propose proper Management Overlay as an interim solution for ECL calculation impact and for maintain associated risk costs within risk appetite of the provisioning adequacy for the bank
Apply SAS tool for data extraction/ mining from credit risk database to do related analysis
Develop and adjust Business Rules of the script to align the changing of related policies concerning expected credit loss including perform appropriate test to ensure its correctness
Work with the business units to ensure the completeness and correctness of related elements of staging and provisioning
Key representatives to follow-up to close issues/ gaps on staging/ provisioning related as permanent solution
Maintain and update related staging and provisioning policies/ manual
Involve as a key member in provisioning improvement process
Engage in ad-hoc management projects
Manage TDR system for efficient data processing of credit restructured information
Qualifications
Bachelor or Master’ s degree in Business Administration, Economics, Finance, Risk Management, Statistics, Mathematic or other related fields.
Minimum 4 years-experience, preferable in banking or financial service industry with emphasis on credit risk management, credit portfolio management, product management, credit analysis, relationship management, data analytic, audit, etc.
Strong analytical and organizational skills with ability to work on multi-task and self-driven personality
Acquainted with data drilling for business analysis or regulatory reporting
Excel, Power Point and Word applications/ SAS preferable
Good communication skill
English communication/ presentation preferable
Knowledge in IFRS 9 methodology preferable
Result oriented
Skills
Product Management
Banking
Credit Risk
Communication skills
Functions
Accounting & Finance
Job Overview
Job Type:
Full-Time
Company
TTB
205 active jobs
Industry:
Banking & Finance
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