VP Credit Risk Specialist at Cypher Consulting Europe focusing on model development and compliance. Involved in credit risk analysis and enhancement of risk scorecards with leadership oversight.
Responsibilities
Supporting deployment and maintenance of live models
Supporting or driving enhancement of existing credit risk scorecards
Being involved in data improvement initiatives
Overseeing the development and testing of complex programs, dashboards, and tools
Guiding more junior staff in application of the best modelling standards
Collaborating closely with the internal Independent Model Review team
Requirements
Minimum 8 years of credit risk analysis and model development experience
Knowledge about credit risk modelling process is a must
Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modeling
Strong database and credit risk systems experience
Proficiency in coding with Python, SAS, SQL, VBA
In-depth understanding and interpretation of regulatory rules, model governance and controls
Relevant working experience in a bank, rating agency, consultancy or advisory firm
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