• 2.7.1 Credit risk


    desc_img

    Description of role

    Responsible for identifying and measuring credit risk through credit modelling techniques that include credit risk data analysis and development of credit risk measurement model.

    desc_img

    Core skills

    • Understand customers, customer business, industry segment and broader economic environment in which borrowers operate
    • Understand variety of loans, credit structure, their features and terms / conditions
    • Ability to analyse qualitative and quantitative factors impacting the ability of borrowers to repay
    • Knowledge of different product structures and ability to construct and risk mitigation tools
    • Knowledge of credit grading, credit rating and scoring models
    • Knowledge of tools and methodology for credit rating, probability of default (PD), loss given default (LGD) and exposure at default (EAD)
    • Knowledge of developing credit rating models for setting limits, performing credit loss forecasting and provisioning
    desc_img

    Qualification and/ or certification

    • QFSQF Level 3
    • FRM / PRM or equivalent qualifications would be useful
    • Relevant experience

    desc_img

    Industry knowledge

    • Knowledge of relevant banking products and services

    desc_img

    Regulatory compliance of role

    • Knowledge of banking regulatory framework