Description

You will act as a subject matter expert for credit risk modelling, development, and validation in Columbus, OH.

Responsibilities

• Develop, validate, or monitor impairment models (IFRS9/CECL), regulatory capital models (AIRB), or stress testing models.
• Review model documentation independently and conduct qualitative and quantitative analyses.
• Author high-quality analytical documentation for model processes.
• Manage senior stakeholders and build relationships across the business.
• Apply knowledge of current market trends and the regulatory agenda, specifically within a European context.

Required Skills

• 10+ years of experience in credit risk modelling.
• Expertise in SAS, Python, and MS Excel.
• Deep understanding of the model life cycle and risk management standards like SR11/7 and SS3/18.
• Experience with credit risk management processes in Retail or Wholesale banking.
• Proven ability to perform quantitative analysis and write technical documentation.
• Strong oral and written communication skills for influencing stakeholders.
• Any graduate degree.

Key Skills

Education

ANY GRADUATE