Description

Act as the subject matter expert for credit risk modelling, analysis, and model risk management.

Responsibilities

• Develop, validate, or monitor impairment models (IFRS9/CECL), regulatory capital models (AIRB), and stress testing models.
• Review model documentation independently and perform qualitative and quantitative analyses.
• Author high-quality analytical documentation for model life cycle and risk management processes.
• Manage senior stakeholders and influence decision-making through effective technical communication.

Required Skills

• 10+ years of experience in credit risk modelling.
• Expertise in credit model development, validation, or monitoring.
• Proficiency in SAS, Python, and MS Excel.
• Deep understanding of model risk management standards including SR11/7 and SS3/18.
• Experience with credit risk management processes in Retail and/or Wholesale banking.
• Ability to work with any graduate degree level.

Preferred Skills

• Experience with R and SQL.

Key Skills

Education

ANY GRADUATE