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Tier-1 bank and metro location increase applicant density, but senior niche credit-modeling focus reduces general competition.
Highly specialized credit risk and regulatory modeling expertise limits cross-industry transferability.
Explicit 10+ years, mandatory regulatory model governance and credit-modeling skills create strict screening filters.
Lead oversight and governance of Wealth and Consumer Retail Credit Loss Forecasting and Decision Models across Asia and Europe ensuring compliance with model life cycle and regulatory requirements.
Manage and mentor a team of 3-5 analysts responsible for model development, validation, performance assessment, and facilitating model documentation and approval processes.
Coordinate with global and regional stakeholders to implement CCAR/CECL/ICAAP credit loss forecasting submissions and maintain model risk standards and controls.
Minimum 10+ years experience in scoring, risk segmentation, or loss forecasting model management with consumer risk management focus.
At least 2+ years of people management experience.
University degree in Economics or Statistics.
Strong technical skills in Excel, PowerPoint, SAS, Answer Tree; good communication skills for global stakeholder engagement.
Experienced leader in consumer credit risk modeling with deep knowledge of model risk management frameworks and regulatory stress testing standards.
Capable of driving adherence to policies and procedures with strong judgment and process control mindset in a complex multi-country environment.
Comfortable working with cross-regional teams, managing end-to-end model governance lifecycle, and presenting complex analyses to senior executives.