Ensure that credit risk measurement policies, frameworks, and standards are comprehensive, consistently maintained, and clearly communicated across the organization.
Support the Credit Risk Lead in establishing, reviewing, and monitoring credit limits at country, product, counterparty, and portfolio levels.
Design, develop, and implement robust risk rating and credit grading frameworks for counterparties, in close collaboration with business units.
Review proposed changes to credit scoring methodologies, models, and criteria; clearly document enhancements, assumptions, and underlying rationale.
Ensure appropriate credit risk measurement methodologies and models are in place to accurately assess key risk components across the portfolio.
Measure, monitor, and control credit risk exposure on a company-wide basis in line with approved risk appetite, policies, and prudential limits.
Ensure timely, accurate, and appropriately frequent credit risk measurement and reporting for all existing counterparties and portfolios.
Conduct portfolio stress testing and scenario analysis to assess potential credit risk impacts under adverse conditions.
Monitor and analyze concentration risk across portfolios by industry, sector, product, geography, business line, and other relevant risk dimensions.
