Key Responsibilities :
- Develop, validate, and implement credit risk models (A-IRB / RWA and IFRS9) across wholesale portfolios such as corporate, sovereign, and specialized lending.
- Analyze and prepare model development data, ensuring robust methodologies and assumptions.
- Present technical findings and validation reports to senior stakeholders, including Auditors and Credit Specialists.
- Lead or mentor junior team members while contributing to project delivery and business development initiatives.
Job Experience and Skills Required :
Postgraduate qualification in a quantitative discipline (Statistics, Actuarial Science or Applied Mathematics).Minimum of 3 years in credit risk modelling, development, or validation within wholesale banking or consulting.Proficiency in SAS, Python, R, or Matlab; strong data analysis and model documentation abilities.Confident communicator with strong presentation and stakeholder engagement skills.Prior exposure to regulatory and impairment model frameworks (PD, LGD, EAD, and IFRS 9) and experience with leading project tasks.Apply now!
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