Credit Risk: Assistant Manager - Manager
Core
Develop, calibrate, validate, and monitor credit risk models and portfolio analytics for financial services clients, ensuring compliance with IFRS 9 and Basel regulations.
Role type
Senior IC credit risk modeler (advisory)
Builds
IFRS 9 impairment models, regulatory capital models, scorecards, and credit analytics
Domain
Financial services / Credit risk / Regulatory compliance
Deliverable
production ML models | dashboards & analysis
Required skills
IFRS 9 modeling, Basel II/III, PD/EAD/LGD derivation, SAS, VBA, Python, R, financial modeling
Preferred skills
Retail credit risk, audit/advisory business knowledge, project management
Technologies
SAS, VBA, Matlab, R, Python
Responsibilities
Develop and calibrate credit risk models; Perform model validation, monitoring, and testing; Benchmark credit metrics; Derive portfolio credit analytics; Review client deliverables for quality and accuracy; Draft project reports; Communicate project outcomes to clients and team members.
Seniority
Manager, hands-on IC