**Academic Qualifications & Work Experience: **

• Bachelor’s degree in Actuarial Science, Statistics, Mathematics and/ or a related quantitative field.  

• Professional qualifications in Actuarial Science or progress towards certification (highly preferred).  

• Minimum of 5 years’ experience in banking, with at least 3 years in IFRS 9 modelling or credit risk analytics.  

• Strong understanding of IFRS 9 standards, impairment frameworks, and regulatory expectations.  

• Strong analytical, stakeholder management, and communication skills.

• Proven experience in addressing audit and regulatory findings.  

IFRS 9 Governance & Compliance:**

• Ensure IFRS 9 operationalization, review, and continuous improvement of IFRS 9 policies and methodologies across the Group.  

• Ensure full compliance with IFRS 9 requirements, Central Bank regulations, and internal risk frameworks.  

• Develop, manage, and validate end-to-end ECL models for various banking segments, ensuring accurate impairment estimation. 

• Maintain robust documentation of models, assumptions, and methodologies. 

• Custodian of Group IFRS 9 Models and FLI Models. Generating ECL/impairment numbers for reporting. Credit Risk Modeling - updating model assumptions; Probability of Default, Cure Rates, Recovery Rates and Loss Given Default. 

• Coordinating all External and Internal Audits pertaining to Credit Department and address audit findings related to IFRS 9, including remediation plans and stakeholder engagement.  

ECL Modelling & Methodology:****

• Develop, validate, and enhance ECL models (PD, LGD, EAD) as and when required. 

• Provide support qualitative and quantitative analysis of ECL estimation for the Group. 

• Ensure valid staging criteria (Stage 1, 2, 3) and Significant Increase in Credit Risk (SICR) assessments.  

• Ensure forward-looking macroeconomic overlays are appropriately incorporated.  

• Perform monthly ECL reviews, including variance, attribution and scenario analysis.

• Conduct back-testing, sensitivity analysis, and stress testing of models.  

Data, Analytics & Reporting:****

• Executed IFRS 9 Models for the Bank and Subsidiaries, generate impairment numbers for reporting. 

• Manage data quality with other team including IT, maintain credit loss forecasts for planning, and drive process automation. Ensure data integrity, completeness, and appropriateness for IFRS 9 calculations.  

• Perform detailed portfolio analytics to support provisioning decisions.  

• IFRS 9 ECL and CBK provisions reconciliation. 

• Provide timely and accurate IFRS 9 impairment reports for management, Board, and regulators.  

• Interpret model outputs and provide actionable insights to senior management. 

• Providing analytical support and analysis through daily and monthly credit reporting to stakeholders. Presentation of all required MIS – Analytics and Dashboards.  

Audit & Stakeholder Management: ****

• Act as the primary contact for internal and external auditors on IFRS 9 matters.  

• Provide technical explanations and defend modelling assumptions and outputs.  

• Collaborate with Risk, Finance, Credit, and IT teams to ensure alignment and data availability. 

• Support regulatory inspections and reviews.  

Model Risk Management:****

• Establish and maintain a strong model governance framework.  

• Coordinate independent model validation and periodic reviews. 

• Monitor model performance and recommend recalibration where necessary.  

Systems & Process Improvement:**

• Drive automation and efficiency in IFRS 9 computation processes.  

• Work closely with IT to enhance modelling tools and reporting systems (e.g., core banking, data warehouses).  

• Leverage advanced Excel and statistical tools for modelling and analysis.  

• Supporting any Bank project relating to credit reporting aspects. 

• Supporting in the Credit Department Budgetary process.