Not specified; not specified; comprehensive benefi...
Credit risk modeling expertise
Sas and python proficiency
Regulatory compliance knowledge
The role involves developing and maintaining Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (CCF) models for the bank's credit portfolios
Job Summary
The role involves developing and maintaining Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (CCF) models for the bank's credit portfolios.
Candidates will engage with senior management and various internal stakeholders to build industry-leading models that reflect the bank's risk profile.
The position offers comprehensive benefits including gender-neutral parental leaves, childcare assistance reimbursement, and sponsorship for industry-relevant certifications.
Matching Summary
The role involves developing and maintaining Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (CCF) models for the bank's credit portfolios.
Salary
Not specified; Not specified; Comprehensive benefits including leave policy and insurance
Skills & Requirements
Must-have
Credit risk modeling expertise
SAS and Python proficiency
Regulatory compliance knowledge
Commercial real estate rating
Statistical analysis skills
Nice-to-have
Cross-functional stakeholder management
Excellent communication skills
Continuous learning culture
Flexible work arrangements
Key Requirements
Master's or PhD in quantitative discipline
Multi-year experience in internal modeling
Experience delivering complex model development projects