Modelling Analyst
Core
Develop, maintain, and validate IFRS9 models to support credit risk and performance management across regional markets.
Role type
Senior IC credit risk modelling analyst
Builds
Production IFRS9 models for credit risk analytics
Domain
Banking / Financial Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
IFRS9 model development, IFRS9 model validation, SAS programming, SQL, regulatory compliance (Basel II/IV, FRS9), business requirement documentation, UAT support, stakeholder communication
Preferred skills
R, Python, VBA, Enterprise Guide, Enterprise Miner, advanced Excel
Technologies
SAS, SQL, R, Python, VBA, Enterprise Guide, Enterprise Miner
Responsibilities
Develop and validate IFRS9 models for credit risk; partner with regional modelers on validation and development; support credit risk analytics and model optimization; monitor regulatory changes (Basel II/IV, FRS9); create business requirement documents and support UAT; provide analyses and reports to senior management and regulators; present models and obtain signoffs or regulatory approval
Seniority
Senior, hands-on IC