CONSUMER RISK SCORING & MODELLING OFFICER at Commercial International Bank (Egypt)

Cairo, Cairo, Egypt -

Full Time

Start Date

Immediate

Expiry Date

03 Feb, 26

Salary

0.0

Posted On

06 Nov, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Statistical Analysis, SQL, SAS, Data Analysis, Risk Management, Model Development, Documentation, Problem Solving, Interpersonal Skills, Analytical Skills, Business Intelligence, Credit Risk Models, Scorecard Implementation, Quality Checks, Project Management, Testing Scenarios

Industry

Banking

Description

Job Purpose: To assess the current applied risk models outputs, perform quantitative analysis and coordinate with key functions including vendors, risk management, respective business and information technology that would assist in developing and enhancing the quantitative risk models. Accountabilities: 1. Perform Risk Models data quality and accuracy checks to ensure model’s development accuracy and completeness by generating quality audit reports to be reviewed by the senior officer. 2. Validate Risk Scorecards Modeller processes (Internal / External Vendor) for Scorecards development, model selection and implementation to ensure Scorecards Models Development accuracy 3. Maintain the technical documentation for applied methodologies and applications, including project plans, model descriptions and data analysis 4. Participate in the testing and rollout to production of the automation projects to ensure proper Scorecard implementation 5. Provide the Required analyses on data/Model’s output to Risk stakeholders to be utilized for Risk analyses, portfolio management, Risk reporting and Collection strategies 6. Perform a frequent Risk Scorecard Models data quality and accuracy checks to ensure accuracy of monitoring reports generation as business as usual to enhance / optimize credit risk models 7. Utilize the Statistical Analysis System (SAS), SQL, and MS Excel tools to perform statistical analysis, assist the development of statistical models, analyse existing model results and Scorecard Models simulation and parallel runs. 8. Develop the process documentation in Bank SOP ensure compliance with bank policies 9. Create testing scenarios and generate reports for the decision engine that support score card implementation/changes Qualifications & Experience: § Bachelor degree of Commerce, Business Administration, Economics, Accounting or their equivalent § Minimum of 3 to 5 years of banking/modelling experience § Technical experience in information technology/ systems or related field with 2 - 3 years of hands-on experience with data warehouses and business intelligence & reporting tools such as Business Objects and SAS and possess technical and analytical abilities. § Experience with bank’s consumer products § Experience with scoring models § Technical experience including proficiency in SQL coding across standard relational environments (e.g. Oracle, MS & Access) § SAS / BI experience Skills: § Excellent command of English and Arabic Languages § Problem solving skills § Excellent interpersonal skills § Analytical skills

Responsibilities

The role involves assessing risk model outputs, performing quantitative analysis, and coordinating with various functions to enhance quantitative risk models. Key tasks include data quality checks, validating scorecard processes, and providing analyses for risk stakeholders.