Contribute to all aspects of credit risk model development and deployment including design, coding, testing, validation and review.
Perform reviews of credit risk model deployment and execution frameworks, including gathering business requirements, assessing conceptual designs, examining governance and controls, and testing outcomes.
Contribute to credit risk model deployment and implementation teams
A numerical degree e.g. Mathematics, Engineering, Physics, Operational Research, Computer Science (a Masters degree in a relevant quantitative/finance)
Credit Risk Modelling experience (PD/LGD/EAD modelling, Basel II framework, operational scorecards)