Senior Manager, Model Development
Core
Develop, enhance, and monitor enterprise credit risk models and analytics solutions supporting AIRB, IFRS 9, stress testing, and climate risk management.
Role type
Senior individual contributor, risk analytics model developer
Builds
Enterprise credit risk models, regulatory reporting solutions, and advanced analytics dashboards
Domain
Financial services / Credit Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling, AIRB, IFRS 9, stress testing, Python, SQL, statistical modeling, machine learning, data science
Preferred skills
Generative AI, AI-assisted analytics, process automation
Technologies
Python, SQL, Generative AI, Machine Learning
Responsibilities
Develop and monitor credit risk models for AIRB and IFRS 9; Perform quantitative analysis and model calibration; Collaborate with Risk, Finance, and Data stakeholders; Contribute to data infrastructure for model development; Prepare technical documentation for regulatory reviews; Implement models for financial disclosure and reporting; Leverage AI and automation to improve risk management processes.
Seniority
Senior, hands-on IC