Senior Executive, Data Modeller

•    Actively involved in the development, implementation, on-going review/ monitoring/ refinement for all MFRS 9 Expected Credit Loss (ECL) models, which include Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), Forward-Looking Macro-economic models (FL MEV) and Significant Increase in Credit Risk (SICR) triggers.

•    Support exploration to identify opportunities for enhancing model methodologies, and ensure models remain robust, representative, and aligned with common industry practices.

•    Conduct analysis of ECL movements to explain key drivers and trends, providing insights to support management decision-making.

•    Assist in developing automated solutions and workflow enhancements to streamline ECL reporting/ monitoring/ analytics processes, minimize manual intervention, and improve operational efficiency.