Hybrid Credit Risk Analyst

Posted last month

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About the role

  • Implement credit risk models including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and feeders for IFRS9 Loan Loss Provision models.
  • Provide expert advice on credit risk reference data and process change requests, ensuring data quality
  • Actively participate in meetings with model developers, senior management, and internal/external auditors
  • Act as a liaison between stakeholders and the team to ensure smooth collaboration across the value chain

Requirements

  • Hold a Bachelor’s or Master’s degree with a strong financial background (preferred: econometrics, quantitative methods, computer science, economics)
  • Have several years of experience as a Business Analyst
  • Possess solid understanding of financial risk, particularly credit risk and credit risk modelling
  • Have hands-on experience with credit risk models (PD, LGD, EAD, IFRS9)
  • Are proficient in SAS programming and tools (SAS Enterprise Guide, SAS Viya)
  • Communicate effectively in English, both in writing and speaking, and can build strong stakeholder relationships
  • Demonstrate a proactive mindset and a commitment to continuous improvement
  • Are self-motivated with strong analytical and problem-solving skills
  • Can independently manage tasks, gather input from stakeholders, and share knowledge and best practices with your team

Benefits

  • Flexible working hours
  • Professional development opportunities

Job title

Credit Risk Analyst

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Location requirements

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