Job Description:
- Should have 6-8 years of experience from recognized university
- You will have a minimum of 6+ 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 synthesize and communicate complex concepts to non-technical stakeholders will see you flourish in this role.
- Strong knowledge of Microsoft Office and data manipulation and visualization software such as R, SQL, Python, Alteryx and PowerBI will be advantageous
- Should have model validation experience in PD/LGD/Scorecard/CCAR/PPNR etc
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