Wholesale Credit Modeling Role - Bank

Job Profile : The role will support the Director in the Wholesale Credit Modeling Team within the Credit Strategies Group (CSG) in a challenging but intellectually interesting and collegial environment. The primary responsibilities will be related to supporting increased global collaboration between CSG and Tokyo Head Office in globalizing wholesale credit rating modeling, making regional models more agile and consistent with market trends and regulatory expectations. The position will require regular interactions with Model Validation, Credit Administration and Regulators.

Roles and Responsibilities :

- Developing, documenting, implementing or otherwise enhancing statistical models for credit rating, LGD ratings and IFRS9 estimation.

- Executing, maintaining, and updating the code libraries. Working with model governance teams to develop methods and metrics for ensuring all models continue to perform as expected according to internal and external model risk standards.

- Developing reports and presentations for the Group Manager and Senior Management.

- Working closely with business line and risk managers to assess and manage firm wide risk management.

- Applying strong risk management knowledge to solve problems independently, without relying on daily supervision.

Job Requirements :

- Bachelor's degree or higher in statistics, finance, or other quantitative field. Advanced degree preferred.

- 5-9 years of relevant credit risk experience in the banking industry desired. Prior Basel II (PD/LGD/EAD models) and risk experience a significant plus.

- Exceptional skills in quantitative methods and computer technology, including statistical analysis, and computer modeling, are necessary.

- Excellent interpersonal and presentation skills are a must, including; the ability to lead and facilitate dialogue with business partners on key risk measurement issues, and the ability to collect pertinent data quickly and without unnecessary intrusion.

- Strong skills in quantitative methods and computer technology, such as Python, R and SAS required.

- Proficient in Microsoft Office Programs: Word, Power Point, and Excel