Credit Risk Model Development

We are seeking a Credit Risk Model Development expert to join our team. The ideal candidate will have extensive experience in building or validating sophisticated credit risk models. This role requires a strong analytical mind, proficiency in various programming languages, and a deep understanding of regulatory frameworks.

Roles & Responsibilities

• Credit Risk Model Development & Validation :
• Develop or validate credit risk models , including those for IFRS9, IRB, CCAR, and CECL .
• Apply expertise in methodologies for Probability of Default (PD) , Loss Given Default (LGD) , Exposure At Default (EAD) , and Stress Testing .
• Technical Implementation :
• Utilize statistical and programming tools such as SAS, SQL, Python, and R .
• Analysis & Reporting :
• Conduct in-depth analysis of model performance and provide recommendations.
• Ensure models adhere to industry best practices and regulatory standards.

Required Candidate Profile

Additional Information

How to Apply

Skills Required

Credit Risk Analysis, Process Validation, Sas, Sql, Python, R Programming, Accuracy, Credit Risk Models