Credit Risk Modelling Analyst
4 weeks ago
About Us :
Solytics Partners is a leading provider of consulting and solutions to the financial industry. Our team of experts leverages deep domain knowledge, advanced analytics, and technology to deliver accelerated and efficient services and next-generation solutions.
We are seeking a highly skilled Credit Risk Modelling Analyst to join our team. The successful candidate will be responsible for managing the model implementation cycle, including design, implementation, monitoring, and demise, of credit risk and IFRS9 models covering large corporates, mid-market, and SME portfolios, as well as banks and financial institutions.
Key Responsibilities :
- Develop, validate, and maintain credit risk models, including IFRS9 models, risk scorecards, and credit decisioning models.
- Collaborate with business stakeholders to understand credit risk requirements and develop models that meet those needs.
- Work closely with data analysts to ensure data quality and integrity.
- Stay up-to-date with regulatory requirements and industry developments, and ensure that models are compliant with relevant regulations.
Requirements :
- 2-6 years of experience in credit risk modelling, model validation, and model management.
- Strong understanding of credit risk, model development, and validation, including data extraction and pre-processing, modular model development, user acceptance testing, and model performance assessments.
- Proficiency in SAS programming and experience with ECL models.
- Strong analytical and problem-solving skills, with the ability to work in a fast-paced environment and meet deadlines.
- Excellent communication and interpersonal skills, with the ability to work effectively with cross-functional teams.
What We Offer :
- Competitive salary and benefits package.
- Opportunity to work with a leading provider of consulting and solutions to the financial industry.
- Collaborative and dynamic work environment.
- Professional development opportunities, including training and mentorship programs.
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