Credit Risk Modeller Job Description Template
Our company is looking for a Credit Risk Modeller to join our team.
Responsibilities:
- Lead and hold accountability for the development and maintenance of all models used within the business;
- Help oversee the development of models by other team members;
- Identify data sources and ways to improve data quantity and quality to improve overall model performance;
- Monitoring scorecards and models to ensure these are complying within tolerances;
- Development of enhanced modelling approaches and methodologies;
- Develop consistent methodology documents and policies to support a globally consistent approach;
- Development of AIRB models ensuring they are developed in line with regulatory requirements and internal standards.
Requirements:
- Interpret and present complex analytical data, both verbal and written;
- Experience of statistical and data mining tools in a risk modelling role;
- Highly numerate and analytical- desirable if holds educational degree in either mathematics or statistics subjects;
- PD, LGD, EAD model building experience;
- Financial Services background;
- Unsecured and/or Secured Credit Risk background;
- Basel III & CRR knowledge/experience (desired);
- Stakeholder management skills;
- SAS programming skills.