Credit Modelling SME

" Credit Risk Modelling SME/Analyst - 10+ years of experience.

" Must-have: SAS, Python, MS Excel.

" Nice-to-have: R, SQLDomain.

" Exposure to credit risk management processes within Retail and/or Wholesale banking business.

" Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.

" Expert in credit model development and/or validation and/or monitoring of impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.

" Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.

" Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a European context.

" Strong communication (oral and written) and influencing skills.

" Ability to effectively manage senior stakeholders and build relationships.