Roles and Responsibilities:
Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics.
Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives.
Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth.
Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance.
Desired Candidate Profile:
2+ years of experience in Credit Risk Modelling, Analytics, or a related field.
Solid expertise in Basel II, Basel III, CECL, and CCAR within the IFRS9 framework.
Proficiency in Python, R, or SAS, with a robust understanding of machine learning algorithms as an added advantage.