Credit Risk Model Owner
Core
Local model owner responsible for monitoring, managing, and governing credit risk models for the SMBC Americas Division portfolio.
Role type
Credit Risk Model Owner
Builds
Credit risk rating models and model governance frameworks for commercial and investment banking clients.
Domain
Banking / Credit Risk / Model Risk Management
Deliverable
production ML models
Required skills
Model Risk Management framework knowledge, credit risk rating model development, statistical analysis, SQL, SAS, Python, Excel (VBA), MS Access
Preferred skills
CFA, FRM, Master's degree in Probability/Statistics/Financial Mathematics/Computer Science, experience with credit risk rating models
Technologies
SAS, Python, SQL, Excel (VBA), MS Access
Responsibilities
Conduct model performance monitoring based on monitoring plans, maintain credit risk model inventories, address model risk findings from validation and audit, develop internal credit risk models, enhance model governance processes, communicate with stakeholders including Tokyo Head Office and regulators
Seniority
Mid-level, hands-on IC with mentorship responsibilities