Financial analysis and large-scale data processing
The position is responsible for leading the development, validation, implementation, and ongoing monitoring of credit risk models—including PD, LGD, EAD, and scorecards—for retail banking portfolios
Job Summary
The position is responsible for leading the development, validation, implementation, and ongoing monitoring of credit risk models—including PD, LGD, EAD, and scorecards—for retail banking portfolios.
This role ensures compliance with regulatory requirements and alignment with business strategies, while supporting data-driven decision-making across the organization.
The role collaborates with multiple stakeholders to ensure effective model deployment, governance, and continuous improvement of modeling techniques and workflows.
Matching Summary
The position is responsible for leading the development, validation, implementation, and ongoing monitoring of credit risk models—including PD, LGD, EAD, and scorecards—for retail banking portfolios.
Skills & Requirements
Must-have
Credit risk model development and validation
Model governance and regulatory compliance
Financial analysis and large-scale data processing
Proficiency in SAS, Python, or R
Credit risk scorecard and predictive analytics
Model performance monitoring and back-testing
Nice-to-have
Decision tree and data mining techniques
Automated reporting and interactive dashboards
Strong organizational and multitasking skills
Technical guidance and team capability building
Business acumen and self-motivation
Key Requirements
Bachelor’s degree in quantitative or finance-related field
5–8 years relevant experience in retail risk management
Experience in model risk management and system implementation
Familiarity with Basel, IFRS 9, ICAAP regulatory standards