Credit Risk Modelers

Title

Credit Risk Modelers

Industry

Banking, Financial Services and Insurance (BFSI)

Experience

Mid-level: 5+ Years

Senior level: and 10+ Years

Job Description

Domain:

Exposure to credit risk management processes within Retail and/or Wholesale banking business.

Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.

Expert in credit model development and/or validation and/or monitoring of impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.

Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.

Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a European context.

Communication:

Strong communication (oral and written) and influencing skills.

Ability to effectively manage senior stakeholders and build relationships.

Technology:

Must-have: SAS, MS Excel

Nice-to-have: Python, R, SQL

Employment Type

Full-time

Job Functions

Statistics & Quantitative Analytics

Location

Flexible (considered on a case-by-case basis)