Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Job Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Develop best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
Matching Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Skills & Requirements
Must-have
Wholesale Credit Risk Modelling
Mathematical and statistical modelling
Machine learning models
Python, R, or C++ coding
Probability of Default (PD)
Loss Given Default (LGD)
Exposure of Default (EAD)
Nice-to-have
End-to-end model development experience
IFRS9/CECL/CCAR experience
Stress Testing/Scenarios Modelling
Model Validation experience
Statistical Modelling for Wholesale credit book
Key Requirements
Hands on coding experience
Experience in Credit Risk (Pillar 1)
Experience in Model Development and/or Model Validation