Address
Form of workJob Description
Credit Risk Modelling SME/Analyst
Columbus OH Onsite Hire
Fulltime Hire
Skill: Credit Risk Modelling SME/Analyst
10+ years of experience,
Must-have: SAS, Python, MS Excel.
Nice to have: R, SQL Domain.
Exposure to Credit Risk management processes within Retail and/or Wholesale banking business.
Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.
Expert in credit model development and/or validation and/or monitoring of impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other Credit Risk models.
Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.
Sound knowledge of current market trends and the regulatory agenda related to Credit Risk models particularly from a European context.
Strong communication (oral and written) and influencing skills.
Ability to effectively manage senior stakeholders and build relationships.
