Credit Risk Scorecard Model Development Analyst

Job Description Credit Risk Scorecard Model Development Analyst:

We are seeking an experienced Credit Risk Scorecard Model Development Analyst with expertise in Application Scorecards, Behavioral Scorecards, Model Development, Model Validation, and SAS. The ideal candidate will be responsible for developing, validating, and monitoring credit risk models to support lending decisions and portfolio risk management.

Key Responsibilities:

- Develop and maintain Application Scorecards and Behavioral Scorecards for retail and commercial lending portfolios.

- Design, build, and implement credit risk scorecard models using statistical techniques and business requirements.

- Perform model development, validation, calibration, and performance monitoring to ensure model accuracy and stability.

- Develop and optimize SAS programs for data extraction, data preparation, model development, validation, and reporting.

- Conduct model performance analysis, back-testing, benchmarking, and documentation in accordance with regulatory and internal governance standards.

- Analyze large datasets to identify risk trends and recommend model enhancements.

- Collaborate with Credit Risk, Analytics, Model Risk Management, and Business teams throughout the model lifecycle.

- Prepare model documentation and support internal and external model validation reviews.

Required Skills:

- Strong experience in Application Scorecard and Behavioral Scorecard development.

- Hands-on experience in Credit Risk Model Development and Model Validation.

- Strong proficiency in SAS (Base SAS, SAS Macro, SAS/STAT).

- Good understanding of credit risk modelling techniques, scorecard methodology, model lifecycle, and statistical analysis.

- Experience with model monitoring, performance tracking, and model governance.

- Strong analytical, problem-solving, and stakeholder communication skills.