Credit Risk Modeller

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.