Job Description
Description
& Summary:Bachelor's or Master'sdegree in finance, economics, mathematics, or a related field
4+years of relevant experience in credit risk management, with knowledge ofPD/LGD/EAD, CCAR loss estimation & PPNR,PRA stress testing,Scenario analysis,IRB, IFRS 9, CCEL,credit rating models,and other credit risk models
Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills
Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages
Good soft skills, including effective communication, team collaboration, and client engagement
Strong project managementskills
FRM, CFA, CQF would be a plus
Responsibilities:
Expert in theModel development primarily forPD/LGD/EAD, CCAR loss estimati...
Apply for This Position
Ready to take the next step? Click the button below to submit your application.
Submit Application