
Risk Model Development Leader
1 day ago
Job Title: Lead Risk Modelling Analyst
We are seeking an experienced and analytically driven professional to lead our risk modelling efforts.
Key Responsibilities:- Design, implement, and refine statistical models to support credit rating methodologies.
- Build models for key risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
- Contribute to the development of macroeconomic scenario analysis and stress testing frameworks.
Model Validation & Monitoring
- Conduct performance testing, benchmarking, and sensitivity analysis of existing models.
- Implement validation protocols to ensure models meet internal standards and regulatory expectations.
- Recommend enhancements based on validation outcomes and business feedback.
Data Analysis & Management
- Work with large datasets from multiple sources to support model calibration and back-testing.
- Perform exploratory data analysis and statistical testing to inform model assumptions.
Candidate Profile
- Bachelor's Degree in Commerce / Finance / Statistics / Mathematics / Data Science or related field.
- Master's Degree in Finance / Statistics / Mathematics / Data Science or related field (Preferred)
- 3–5 years of experience in credit risk modelling, model validation, or quantitative analysis within a financial institution.
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