Credit Risk Model Manager
Core
Lead development, refinement, and governance of credit risk models (PD, LGD, EAD, IFRS 9, stress testing) using statistical and machine learning techniques to support lending decisions and capital requirements.
Role type
Senior IC credit risk model manager
Builds
Production credit risk models and model governance frameworks
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling, Statistical modeling, Machine learning, Model validation, Regulatory compliance (Basel/IFRS 9), Quantitative analysis
Preferred skills
Master's degree, Advanced machine learning techniques
Technologies
SAS, Python, R, SQL
Responsibilities
Lead development of PD, LGD, EAD, and IFRS 9 models; Establish model governance frameworks; Monitor model stability and performance; Support business stakeholders in model interpretation; Ensure alignment with regulatory standards.
Seniority
Senior, hands-on IC
