Credit Risk Analyst - Bank

Credit Risk Analyst - 3 to 10 years

Job Responsibilities:

1) The Credit Risk Modelling team is responsible for the development, oversight and embedding of credit risk measurement models for the bank.

2) The Credit Risk Model Developer plays an important role within the Credit Risk Modelling team to, develop the credit risk models to predict risk estimates such as PD, EAD, and LGD, and operational models to support credit risk decisions, Areas the Model could include but not limited to Regulatory Capital Calculation , Internal Capital Calculation ,Stress Testing and Origination Decisioning

3) Conduct detailed analytical work with a high level of accuracy in order to deliver high level results to senior management, and contribute to the management and education of enhanced credit risk approaches.

Required Qualifications, Capabilities and Skills:

1) Degree in Accounting, Commerce, Economics, Statistics / Mathematics, or Risk Mandatory

2) Post graduate finance, economics or accounting qualifications requirement

Desired Experience:

1) Experience in a quantitative risk function

2) Background in lending and credit sufficient to make the person credible when discussing credit issues.

Desirable Skills:

1) Prior experience in development of regulatory models under the guidance of IRB/IFRS9/CECL and CCAR

2) Good to have experience in building risk models related to Organization and Behaviour scorecard

3) Prior experience in credit risk strategy like CLI , policy analytics is preferred

4) Hands on Development experience in python/py-spark/ SAS