Credit Risk Modeller - Various Contract Positions
About The Company
We are a leading bank with advanced infrastructure, systems, and tools. We value integrity, collaboration, and excellence in everything we do.
About The Role
As a Senior Credit Risk Modeller, you will be responsible for developing and implementing sophisticated credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
You will contribute to the development and enhancement of our credit risk management framework.
This role plays a critical part in assessing and managing credit risk across the organization by developing and implementing innovative credit risk models to support sound decision-making.
Responsibilities:
* Develop and implement statistical credit risk models (PD, LGD, EAD)
* Conduct in-depth data analysis and rigorous model validation
* Ensure regulatory compliance and industry best practices
* Collaborate with cross-functional teams
* Continuously improve models and methodologies
Requirements:
* Proven experience in developing credit risk models
* Strong statistical knowledge and expertise in data management
* Advanced programming skills in SAS, Python, SQL, R, or similar languages
* Tertiary qualifications in Maths, Statistics, Quantitative, or related fields preferred
* Excellent analytical, problem-solving, and communication skills