Senior Risk Analytics Expert
3 dni temu
The role of Senior AVP involves working with advanced risk models, focusing on the development, implementation, and maintenance of credit risk analysis frameworks. Key responsibilities include:
- Designing and implementing impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL), and other measures.
- Developing and testing complex programs, dashboards, and tools according to business specifications.
- Liaising with the Internal Independent Model Review team during model development, monitoring, and review processes.
Requirements
To be successful in this role, candidates should possess:Experience in credit risk analysis.Good exposure to credit model methodologies and data requirements for AIRB, IFRS 9, or stress testing modeling.Proven ability to take ownership of and solve complex data-related issues.Strong database and credit risk systems experience, including coding skills in Python, SAS, MS Excel/VBA, and SQL.Good understanding and interpretation of regulatory rules, attention to detail, and accuracy.Ability to manage complex projects to tight deadlines, communicate technical concepts effectively, and work as part of a team with key customers and stakeholders.
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