- Monitoring and reporting on Credit Risk development to Management - Optimising the risk-reward relationship within the Bank's credit portfolio - Developing, implementing, and maintaining ML/AI models for application and behavioural scoring - Developing and maintaining statistical models for risk assessment, including credit and collection portfolio risk - Planning data capture and structuring in-house databases - Ensuring credit risk procedures, routines, and tools are supported by statistically valid data, maintaining data integrity, consistency, and security - Developing reporting formats and regularly presenting figures to the Credit Risk Committee and Board - Preparing documents and reports for the Credit Risk Committee, attending meetings, and assisting the Chief Product Officer in follow-up actions - Responsible for maintaining and optimising statistical development and reporting tools