Credit Risk Modelling & Analytics Specialist
Core
Build and monitor credit risk models and scorecards, analyze lending strategies, and deliver risk dashboards to optimize risk-adjusted returns.
Role type
Senior IC credit risk modelling specialist (ECL/IFRS9 & scorecards)
Builds
Production credit risk models (ECL PD, EAD, LGD) and application scorecards
Domain
Banking / Credit Risk / Financial Services
Deliverable
production ML models
Required skills
ECL/IFRS9 model building, Application scorecard development, Macroeconomic forecasting, Statistical analysis, SQL, Python
Preferred skills
Consumer/SME credit risk experience, Decisioning platforms, Lending lifecycle experience
Responsibilities
Build and enhance credit risk models and scorecards, Analyze lending strategies and policy changes, Develop and maintain ECL PD, EAD and LGD models, Deliver risk dashboards and reporting, Lead ECL and provisioning analysis, Turn complex analysis into actionable insights
Seniority
Senior, hands-on IC
