The role focuses on developing and validating Probability of Default, Loss Given Default, and Exposure At Default models to ensure regulatory compliance
Job Summary
The role focuses on developing and validating Probability of Default, Loss Given Default, and Exposure At Default models to ensure regulatory compliance.
Candidates will provide strategic credit risk advice to senior management and regulators while analyzing product pricing and structure.
The position involves leveraging advanced data analysis techniques including machine learning to drive data-driven business strategies.
Matching Summary
The role focuses on developing and validating Probability of Default, Loss Given Default, and Exposure At Default models to ensure regulatory compliance.
Skills & Requirements
Must-have
Probability of Default model development
Basel II and IFRS 9 compliance knowledge
Python and SQL programming skills
Portfolio stress testing execution
Model validation and performance analysis
Nice-to-have
Machine learning and predictive modeling experience
Generative AI application in risk management
Corporate and Retail credit risk background
Cloud computing familiarity
User Acceptance Testing leadership
Key Requirements
Undergraduate degree in Statistics, Mathematics, or Actuarial Science