
Senior Credit Risk Modelling Specialist
1 day ago
This is a senior position for an expert with deep knowledge of credit risk modelling. The ideal candidate will possess strong analytical skills, experience in developing and validating PD/LGD/EAD models, and a thorough understanding of IFRS 9 standards and regulatory requirements.
- The individual will lead high-level consulting engagements with leading financial institutions, covering areas such as model development, ECL computation, and enhancing the approach to ECL and provisions.
Ongoing tasks involve:
- Leading strategic projects
- Providing regular updates on assigned engagements
- Directly reporting to business unit leaders
Key qualifications include:
- At least 8 years of experience in credit risk modelling
- Advanced degree in a relevant field
- Excellent English language skills
- Familiarity with MS Excel, VBA, Python, R, and SAS programming languages
As a senior specialist, you will be responsible for mentoring junior team members, managing project plans, and demonstrating expertise in loan products and their characteristics. You will also contribute to ongoing process improvement initiatives and collaborate with cross-functional teams to enhance the company's credit risk management capabilities.
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