Responsible for monitoring, evaluating, and interpreting data on the Bank’s Commercial Loan portfolio.
Assist with the review of the Probability of Default and Loss Given Default Masterscales, and the use of scorecards.
Recommend improvements to Credit Risk Management.
Support the PD and LGD Masterscales through large commercial datasets using statistical analysis.
Communicate analytical results to Bank-wide stakeholders.
Collaborate with Model Risk Management to ensure compliance with model governance requirements.
Develop Knowledge around various Banking Regulatory requirements.
Requirements
Bachelor’s Degree in a Business or Mathematics-based or related Discipline, or in lieu of degree four- or five-years’ credit risk, financial or business analysis experience.
Five years’ relevant experience in Banking, Risk or Finance analysis or a related field.
Five years’ experience preparing written documentation and/or papers/publications.
Statistical Analysis System (SAS), PYTHON or similar tool.
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