Vice President

• Lead a quantitative modeling team to develop PD/LGD/EL models to support credit risk analytical processes including Basel/CCAR/CECL/IFRS9/ICAAP for wholesale portfolio
• Be hands-on and be able to independently develop credit risk models
• Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements
• Review and verify key model assumptions and limitations with model owners
• Review model outputs with properly justified opinions and judgments by experts from credit risk managers to capture forward-looking financial market and macro-economic outlooks
• Implement internally developed models on risk analytical library platform
• Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
• Effectively mentor and manage a junior and senior modelers in a hybrid environment to deliver results
• Work in close partnership with the three lines of defense functions, such as model governance, Corporate Audit and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure for credit risk analytics
• Prepare and present required reports/reviews to model risk management, senior management and global regulators

Credit Risk Modeler – Vice President

• Manage the heads of three engineering areas
• Report directly to the CPTO
• Ensure teams ship and standards rise
• Standardize how the engineering organization works
• Identify and fix issues
• Prepare the organization for transformation
• Take end-to-end responsibility across all three engineering areas

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Credit Risk Modeler – Vice President

VP of Technology