Assistant Manager/Manager - Credit Risk Model - BFS

Job Role:

- Responsible for the validation of key credit risk models and influencing risk outcomes by identifying actionable insights on model and business performance, whilst using quantitative and qualitative analysis to draw out conclusions, raise issues and required actions

- You will lead initiatives to ensure continuous improvement in our model validation approach and framework and work on planned validation activities across a range of credit risk models

- You will gain exposure to all stages of a model lifecycle, including validation of newly developed or existing models and system integration.

Experience & Education :

- Minimum of 4+ years' experience in a similar credit modelling function with a strong interest and curiosity in the validation of credit risk models for a diverse financial institution, coupled with an understanding of the key regulatory / accounting requirements (IFRS 9, BASEL III - IV).

- Your experience across wholesale and retail credit risk modelling techniques will be highly regarded, along with your ability and desire to understand key risk drivers which explain portfolio performance.

- With strong numerical and analytical skills, your talent to synthesise and communicate complex concepts to non-technical stakeholders will see you flourish in this role.

- Strong knowledge of Microsoft Office and data manipulation and visualisation software such as R, SQL, Python, Alteryx and PowerBI will be advantageous.