About the role

  • 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
  • Exceptional attention to detail and accuracy

Benefits

  • Health insurance
  • Professional development opportunities

Job title

VP Credit Risk Specialist

Job type

Experience level

Lead

Salary

Not specified

Degree requirement

No Education Requirement

Tech skills

Location requirements

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