Experienced Credit Risk Modelling Professional
1 month ago
Job Summary:
We are seeking a highly skilled Senior Lead Credit Risk Modelling Expert to join our team at Eximius Finance. As a key member of our modelling team, you will be responsible for leading and supporting model development projects, ensuring that our credit risk models are accurate, reliable, and compliant with regulatory requirements.
Key Responsibilities:
- Lead Model Development Projects: You will lead and support model development projects, ensuring that models are developed and implemented in accordance with regulatory requirements and industry best practices.
- Model Implementation and Maintenance: You will be responsible for implementing and maintaining our credit risk models, ensuring that they are accurate, reliable, and compliant with regulatory requirements.
- Regulatory Compliance: You will ensure that our credit risk models are compliant with regulatory requirements, including UK (PRA) and EU (EBA/ECB) based regulations.
- Data Analysis and Manipulation: You will be responsible for manipulating large data sets and ensuring that our credit risk models are based on accurate and reliable data.
Desirable Skills:
- Programming Languages: Knowledge of Python, SAS, and/or SQL and their applications would be beneficial.
- Model Implementation: Knowledge of (Python) model implementation in a bank's operating environment, including the link to policies, procedures, and regulations.
- Communication Skills: Proficiency in English both written and verbal.
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