Job Description CONSUMER RISK SCORING & MODELLING OFFICER - ( 230000JD )
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.
Description
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 Modeler 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, analyses 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
Policies, processes and procedures
10.Implement approved department policies, processes, and procedures and monitor adherence so that work is carried out in a controlled manner
Day to day operations
11.Follow the day-to-day operations related to own job in the department to ensure continuity of work
Compliance
12. Comply with all relevant CBE regulations, banking laws, AML regulations and internal CIB policies and code of conduct in order to maintain CIB’s sound legal position and mitigate any potential risks
Qualifications
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 is a must
Technical experience including proficiency in SQL coding across standard relational environments (e.g. Oracle, MS & Access) is a must
SAS / BI experience is a must
Skills:
Excellent command of English and Arabic Languages
Problem solving skills
Excellent interpersonal skills
Analytical skills
Strong technical and analytical skills
Primary Location
: Egypt-Cairo-MERRYLAND
