Senior Risk Analyst
Core
Develop and enhance quantitative models for lending and risk management strategies, including credit scorecards, IFRS 9 provisioning, forecasting, and stress testing.
Role type
Senior IC risk modeller (financial services)
Builds
Production credit risk models and risk management frameworks
Domain
Financial services / Consumer lending / Risk modelling
Deliverable
production ML models
Required skills
Logistic regression, PD/LGD/EAD modelling, SQL, Python, R, data mining, IFRS 9 standards, model governance
Preferred skills
Machine learning techniques, explainable AI, climate risk modelling, commercial acumen
Technologies
SQL, Python, R
Responsibilities
Develop and deploy traditional credit risk models; Identify, clean, and prepare modelling data; Support research and development of new methodologies; Perform model monitoring and governance; Conduct ad-hoc analytics for performance assessment; Deliver risk modelling priorities to tight timelines
Seniority
Senior, hands-on IC