Job Description

Tasks

• Supporting deployment and maintenance of live models.
• Supporting or driving enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement or regulatory requirements.
• Being involved in data improvement initiatives to support model development.
• Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
• Guiding more junior staff in application of the best modelling standards.
• Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.

Requirements

• Minimum 8 years of credit risk analysis and model development experience, with a proven track record in leadership roles.
• Knowledge about credit risk modelling process is a must, including all technical steps starting from data sourcing and ending with validation of the final product.
• Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modeling, with a deep understanding of their implications on risk management.
• Demonstrated ability to take ownership of complex data-related issues, providing innovative solutions and driving improvements.
• Strong database and credit risk systems experience, including proficiency in coding with Python (preferable), SAS, SQL, VBA.
• In-depth understanding and interpretation of regulatory rules, model governance and controls.
• Relevant working experience in a bank, rating agency, consultancy or advisory firm.
• Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results.