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