Risk Methodology Senior Specialist, AVP
Core
Developing and maintaining bank-wide risk assessment methods, rating engines, and automated credit decision rules to support resource allocation and informed credit decisions.
Role type
Senior IC risk methodology specialist (rating systems & analytics)
Builds
Rating Engines (Decision Engine for retail, dbRating for non-retail), automated credit decision rules, and monitoring reports
Domain
Banking / Credit Risk Management / Regulatory Compliance (IFRS 9, CRR, EBA GLs)
Deliverable
production ML models | product features | dashboards & analysis
Required skills
statistical analysis, Python, SAS, database management, credit risk modeling, data quality analysis, regulatory model monitoring
Preferred skills
IFRS 9 expertise, experience with large dataset analysis, knowledge of rating engine infrastructure
Technologies
Python, SAS
Responsibilities
Develop and maintain Rating Engines and their interfaces; conduct complex analyses for decision-making methods; support CRM in developing automated credit decision rules; monitor IFRS 9 risk models; create and automate monitoring reports and perform root cause analysis
Seniority
Senior, hands-on IC