Overall Purpose of the Role The Head of Credit Risk serves as the independent second line of defence for GoTyme Bank’s consumer lending portfolio. Sitting within the Risk function and reporting to the Chief Risk Officer, this role provides structured, evidence-based oversight across credit underwriting policies, collections strategies, portfolio monitoring, provisioning, stress testing, and credit model governance. The role holder partners closely with lending business heads to ensure the bank grows its lending book responsibly — through a data‑driven approach, within the guardrails of the risk appetite statement, and in full compliance with regulatory requirements. Active participation in key governance forums including the Credit Risk Committee, ALCO, and Board Risk Committee is a core expectation of this role. Experience and Skills Required 8–10 years of experience in credit risk within financial services, with a proven record in managing credit risk, credit models, policy, and risk governance. Demonstrated expertise in model-driven consumer lending products — personal loans, credit cards, buy‑now‑pay‑later, or similar retail credit portfolios. Track record of managing credit risk through a full credit cycle, with hands‑on experience in NPV-based credit economics. Prior experience in a digital bank, fintech, or similarly fast‑paced lending environment is a strong advantage. Experience engaging with boards, regulators, and internal/external auditors; familiarity with applicable credit risk regulations. Proficiency in credit risk metrics: NPL, Cost of Risk, PD/LGD/EAD, roll rates, vintage curves, risk‑adjusted margins, and collections strategies. Working knowledge of IFRS 9: staging frameworks, ECL computation, macro‑overlays, and disclosure requirements. Familiarity with machine‑learning‑based credit scoring models and their role in credit policy frameworks. Competence in data analysis tools; SQL and Python are advantages, particularly for independent portfolio monitoring and review. Competence in leveraging AI technology and AI agents will be advantageous. Proven ability to exercise independent judgment and assertiveness to stand your ground under pressure from business stakeholders. Track record of presenting complex risk assessments clearly to senior leadership, credit committees, and regulators. Experience developing credit risk teams; able to mentor and elevate team capability. Proven ability to operate effectively at speed in a high‑growth digital banking environment where product cycles are short and portfolios scale quickly. Bachelor’s degree in Finance, Economics, Statistics, Mathematics, or a related quantitative field. Postgraduate qualification, MBA, CFA, or FRM is an advantage. Responsibilities Independent Credit Oversight: Work closely with business to provide structured, evidence‑based opinions on credit policies, underwriting and collections strategies, experimentation design, valuation models, and overall portfolio risk. Identify blind spots, challenge assumptions, and ensure decisions are consistent with the Bank’s risk appetite and optimise the risk/return trade‑off. Define and enforce resilience requirements in underwriting standards, including stress buffers applied to origination loss assumptions. Credit Policy Governance: Own and maintain the bank’s Credit Risk Management policies and procedures, ensuring they remain current, fit for purpose, and compliant with applicable regulations. Shared Credit Authority: Exercise co‑decision authority on material credit decisions, policy exceptions, and exposure limits beyond first‑line authority. Risk Appetite Calibration: Define and monitor risk appetite metrics to function as operational limits, early warning tools, and escalation triggers. Report on adherence to the Credit Risk Committee and escalations proactively, maintaining a through‑the‑cycle perspective on portfolio risk. Independent Portfolio Monitoring: Execute periodic independent assessments of credit portfolio performance and drive debate with business teams on risk direction. Ensure that credit decision assumptions embedded at origination are recorded, tracked against actual outcomes, and used to progressively recalibrate models and policies. Provisioning Practices: Ensure lending portfolios are adequately provisioned. Challenge and support the team responsible for the Bank’s credit impairment function, providing insights on expected loss framework elements including model adequacy, staging criteria, forward‑looking assumptions, and overlay governance. Forecasting & Stress Testing: Ensure appropriate forecasting and predictive tools are in place to enable proactive risk decisioning. Own the design and execution of periodic credit stress testing scenarios — macro‑driven and idiosyncratic — and present findings and capital/provisioning implications to senior management and the Board Risk Committee. Credit Models Oversight: Review, challenge, and provide guidance on credit scoring models and NPV‑based valuation tools. Maintain an independent view on the adequacy of the Data and Analytics environment, scoring systems, and decisioning platforms. Escalate material gaps or model risk concerns to relevant governance forums. Credit Governance & Culture: Lead the agenda of the Credit Risk Committee, contributing an independent risk perspective, fostering debate around emerging internal and external trends, and championing a sound credit risk governance culture across the organisation. Develop credit awareness and sound judgment across the business. People, Processes, Reporting & Tools: Ensure all aspects of credit risk management are adequately resourced, effective, and remain fit for purpose as the business matures. Build and manage a fit‑for‑purpose credit risk structure and effectively lead the credit risk team. #J-18808-Ljbffr