Credit Risk Role - FinTech Bank

Job Responsibilities:

- Developing wholesale credit risk models - PD/LGD for Real estate and Corporate portfolio as per IFRS9 requirements

- Experienced in statistical modeling for low default portfolios

- Coding in SAS/R/Python for data creation and modeling

- Analyzing, explaining, validating and documenting the models and their results.

- Assisting in research, modeling and development for refinement of the current credit risk framework

- Communicating with stakeholders, internal audit, model validation, regulatory agencies and responding to their requests on a timely and accurate basis.

Desired Skills:

- 4-8 years of relevant experience at a financial institution or a consulting firm, preferably on a Quant/ Data Science role in a data-rich environment

- Experienced in modeling for Real estate and Corporate portfolio

- Preferably a Master's degree in a quantitative field such as Statistics, Mathematics, Operations Research, Economics, or Finance, or equivalent

- Experienced in developing/validating credit risk - PD/LGD/EAD/Stress testing models

- Experienced in provisioning as per IFRS9 implementation for banks

- Proficiency in programming and Advanced Statistical Techniques- R/SAS/Advanced excel

- Analytical thinking, quantitative abilities and problem-solving skills

- Understanding of risk management concepts like Stress-Testing, regulatory frameworks for Risk Management

- Attention to detail and ability to prioritize projects and workload

- Self-motivated team player who brings a "can-do" approach

- Ability to work well under pressure in a fast-paced team-oriented environment

- Strong communication skills; ability to present complex and technical issues clearly, both verbally and in writing