
Lead Risk Modeller
3 days ago
We are seeking an experienced and analytically driven expert in quantitative modelling to join our Credit Ratings team. This role involves building, validating, and enhancing statistical models that support credit rating decisions, risk assessments, and financial forecasts.
The ideal candidate will bring a solid foundation in credit risk modelling along with hands-on experience in model development and data analysis within a financial or ratings environment.
- Design and implement statistical models to support credit rating methodologies.
- Contribute to the development of macroeconomic scenario analysis and stress testing frameworks.
Key Responsibilities:
Model Development & Enhancement
- Develop and refine statistical models for key risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
Data Analysis & Management
- Analyse large datasets from multiple sources to support model calibration and back-testing.
Documentation & Communication
- Prepare comprehensive model documentation for internal committees and regulators.
Required Skills and Qualifications:
- Bachelor's Degree in Finance / Statistics / Mathematics / Data Science or related field.
- Strong command of programming tools such as Python, R, SAS, and SQL.
- Practical understanding of credit risk models, financial instruments, and portfolio risk dynamics.
- Familiarity with regulatory frameworks like Basel III/IV.
- Excellent analytical skills with strong attention to detail.
Benefits:
- Competitive salary and performance-based bonus.
- Professional growth in a dynamic, intellectually rigorous environment.
- Exposure to cutting-edge credit risk modelling practices.
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