Credit Risk Policy & ECL Lead

Responsibilities Credit policy & framework, including formulation and maintenance of credit policies and procedures, monitoring the compliance of credit policies. Portfolio monitoring & reporting, including preparation of regular portfolio reports for senior management, risk committees, regulators and Head Office; identification of emerging risks, concentration trends and early warning signals etc. Credit stress testing, including development and maintenance of stress testing methodologies, internal models and scenarios. Development and maintenance of Economic Capital Requirements (ECL) framework, including calculation and reporting of ECL. Collaboration with Risk Management team to ensure alignment of credit risk policies with overall risk appetite. Liaison with senior management, risk committees, regulators and Head Office on all matters related to credit risk policy and ECL. Providing training and guidance to junior staff on credit risk policy and procedures.