
Risk Modeling Professional
3 days ago
Job Summary:
We are seeking an experienced and analytically driven Lead Risk Modelling Analyst to contribute to our credit rating decisions.
This role involves developing, validating, and enhancing quantitative models that support risk assessments and financial forecasts.
Main Responsibilities- Design and implement statistical and econometric models to support credit rating methodologies.
- Create models for key risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
- Collaborate in the development of macroeconomic scenario analysis and stress testing frameworks.
- A strong background in statistics and/or econometrics with experience in model building and validation.
- Familiarity with quantitative methods and tools used in credit risk modelling.
- Excellent analytical and problem-solving skills with ability to work independently and as part of a team.
Competitive compensation package with opportunities for career growth and professional development.
The chance to work with a talented team of professionals who share your passion for credit risk modelling.
A dynamic and supportive work environment that fosters collaboration and innovation.
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