Key Accountabilities

• Analyses transactional risk measures including default, correlations and stress losses to enhance concentration risk views
• Estimates the probability of defaults, loss given default in order to validate risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management
• Identifies adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management
• Analyses and monitors the company’s lease portfolio
• Assessing all other credit risks and making recommendation
• Periodically analyses quantitatively and qualitatively the loan portfolio of the company based on sector concentration, volume concentration,product concentration, etc.
• Periodically performs default/principal at risk assessment, measuring the impact of guarantors/collaterals and impact of group loan on risk exposure
• Monitors compliance to credit and risk policies of the company
• Prepares report on loan and lease portfolio
• Prepares report on analytics of portfolio performance, emerging trends and areas of opportunity
• Prepares comprehensive report on all repossessed lease assets identifying principal outstanding, loan-asset value, number of rentals outstanding, date asset is expected to be disposed and estimation of depreciation in asset value
• Mitigates credit risk exposure related to portfolio management activities
• Prepares report on probability of default using information from direct debit, cheque lodgement report and returned cheque report
• Suggests initiative to ensure consistency and compliance with credit policies and improve credit qualities
• Proposes evolutions in the policy, process, procedure, methodology, collaterals related to the risk identified
• Makes recommendations for process improvement, addressing gaps and areas for additional or improved reporting and data
• Responsible for training the department on identified trends and recommendations

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