MGR-AVP, Credit Risk Modeler
Core
Developing and managing credit risk models (Basel II/III, MFRS 9) for wholesale banking portfolios, including stress testing and regulatory compliance.
Role type
Senior Credit Risk Modeler
Builds
Production credit risk models and regulatory stress test frameworks
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Statistical modeling, Python coding, quantitative analysis, model development, stress testing, regulatory framework knowledge
Preferred skills
AI model building, multi-task management
Technologies
Python
Responsibilities
Develop Corporate Rating models (PD, EAD, LGD), conduct Bottoms up Stress Tests, execute Climate Risk Stress Tests, obtain model review endorsements
Seniority
Senior, hands-on IC
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