Senior Modeller
Core
Develop, maintain, and enhance predictive models for credit risk and provisioning outcomes, with a strong focus on IFRS 9.
Role type
Senior IC credit risk modeller
Builds
Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models
Domain
Banking / Credit Risk
Deliverable
production ML models
Required skills
IFRS 9 provisioning modelling, PD/LGD/EAD modelling, statistical methodologies, data manipulation, statistical analysis, SAS, Python, SQL, R, MATLAB
Preferred skills
None stated
Technologies
SAS, Python, SQL, R, MATLAB
Responsibilities
Develop, maintain, and enhance predictive models; collaborate with Risk, Data, Technology, and business stakeholders; challenge existing methodologies and explore new modelling approaches; monitor model performance and ensure compliance with internal policy and regulatory requirements.
Seniority
Senior, hands-on IC
