What You Will Do:

• Own and drive the Expected Credit Loss (ECL) and provisioning framework across all lending products in line with IFRS 9 / PFRS 9.
• Serve as the business and risk owner for PD, LGD, and EAD models, ensuring conceptual soundness, consistency, and appropriate use across portfolios.
• Translate portfolio strategy, underwriting changes, and macro-economic assumptions into ECL impacts and provisioning outcomes.
• Partner with Data Science, Finance, and external vendors to design, enhance, validate, and implement ECL models and overlays (without hands-on model development).
• Lead scenario design, macro-economic overlays, and management judgment applied to provisions, ensuring transparency and defensibility.
• Monitor model performance, back-testing results, and emerging portfolio risks, and recommend recalibration or overlays where required.
• Drive governance, documentation, and approval of ECL metho...