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
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