Assistant Manager, Data Management MY

Assistant Manager, Data Management MY

3-6 years
Not Specified

Job Description

Responsible for retail scorecards and model implementation and enhancement of the Risk Data Mart (RDM) to support Credit Risk Infrastructure and Risk Analytics departments reporting, monitoring and analytical requirements.
Strategy and Planning
  • Thorough understand of model implementation needs and propose solution / process enhancements that will increase the effectiveness of the model lifecycle stages and accuracy of Basel model segmentation and monitoring.
  • Coordinate with the Data Management Solutions Team, IT and the relevant business partners to plan out model implementation and RDM enhancement initiatives so that all activities are completed successfully in a timely manner.
  • Timely communication of model implementation and enhancement changes that will impact RDM downstream users (which includes sub-teams in Risk Analytics, Model Validation and IFRS9 teams), so that impact assessment can be done prior to the deployment of changes.
  • Work with regional counterparts to align model implementation processes across the region.

Business Performance and Management
  • Involve in B, PD, LGD, EAD model implementation activities as stated below:-
    • Assist in designing/building the interfaces required for optimal extraction, transformation, and loading of data from disparate data sources for model implementation.
    • Participate in data sourcing discussions for model implementation with the relevant data providers.
    • Raise change requests to map data required for model implementation into RDM, as and when required.
    • Assess completeness of requirements in the Model Implementation Functional Specification from Modelling team. Provide suggestions to and seek confirmation from Modelling team on changes required to cater for current data view before finalising the functional specification.
    • Walkthrough finalised Functional Specification with IT team to ensure all clarity is provided for ETL design and implementation of models.
    • Preparation of test scripts that aligns with Test Strategy/Plan and perform User Acceptance Test (UAT).
    • Assist in model rollout activities to ensure successful model implementation.
    • Update Model Implementation Functional Spec documentation whenever needed and seek for the required signoffs.
    • Assist in pre and post implementation support on B, PD, LGD and EAD models.
    • Coordinate with respective teams (upstream data providers / downstream data consumers) for model related queries.
    • Provide status updates and highlight issues related to model implementation.
    • Assist in managing stakeholders on model timeline changes and model related issues as and when required.
    • Develop exception reports or any other mechanisms to monitor the Data Quality (DQ) of data elements / risk parameters used by respective credit models to improve and sustain the accuracy of Basel segmentation.
    • Monitor the accuracy of the DQ of risk parameters for the monthly batch runs, and liaise with data providers to have DQ issues resolved, if any.

People Management
  • Provide guidance and knowledge sharing to Data Management Solutions team members on implemented credit models and RDM enhancement initiatives, which include walkthrough of the following:
    • How implemented models are integrated with the RDM solution.
    • Exception reports that were developed and how they are being used to monitor the accuracy of Basel segmentation.
    • Walkthrough Solution approach of the enhancement initiatives.

Regulatory Compliance
  • Ensures the department's operations are in compliance with Group, local and regional regulations
  • Work together with Capital Risk Analytics teams to ensure that the Basel models implemented meets Basel IRB Advanced requirements.
  • Ensures the required documents as per Model Governance framework are complete and maintained in a timely manner, should changes be required.
  • Degree in Computer Science / IT / MIS / Finance from a reputable university
  • Minimum 3 years of experience in Banking Industry (added advantage if Risk or Retail Banking related)
  • Minimum 2 years of experience in retail models implementation, solutioning and analytics

Skillsets - Mandatory
  • Good understanding of Basel 2 and Credit Models Development
  • Experience in retail model implementation and solutioning
  • Strong SQL knowledge
  • Basic knowledge of Credit Model Lifecycle
  • Basic knowledge of Data Management Lifecycle
  • Basic understanding of core banking application and loan origination systems
  • MIS Capability - Data profiling and analysis
  • Strong Retail Product Knowledge
  • Knowledge in using SAS Applications (SAS-EG/SAS Base).

Skillsets -Added advantage
  • Basic credit risk management knowledge from banking industry
  • Basic understanding of data warehouse and data mart implementation and operations
  • Basic understanding of Data Management and Data Governance processes and controls
  • Experience with Big Data technologies such as Hadoop, Hive, etc
  • Experience with relational SQL and NoSQL databases
  • Experience in developing Machine Learning models

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