Head of Regional IRB Retail Models

Key responsibilities

• Manage and lead the development and maintenance of retail bank’s regional IRB models.
• Model Owner for local IRB models for Singapore, Malaysia, and Taiwan.
• Regulatory models for MAS, BNM and the PRA.
• Represent Environmental Risk Analysis (ERA) in discussions with country, regulators, stakeholders, and committees.
• Assessment and identification of model requirements and concerns from regulators.
• Conceptualize the model roadmap for the region.
• Embed new risk types into regulatory models (i.e., climate risk) and new modelling approaches (machine learning).
• Support the increase IRB model coverage through new models (i.e., Wealth Management and Private Banking).