Credit Impairment Model Specialist
5 days ago
Lorien's International Bank is seeking a Credit Impairment Model Specialist to join our team. As a senior professional in the field of credit risk management, you will be responsible for developing and maintaining credit impairment models and DoD engines.
The estimated salary for this position is around $100,000 - $160,000 per annum, depending on experience and qualifications.
The successful candidate will lead a team responsible for developing and implementing strategies to mitigate risks associated with lending. They will play a key role in determining credit loss budgets for the client and providing credit loss projections for internal and external stress testing exercises.
The Key responsibilities of this role include:
- Developing and maintaining credit impairment models and DoD engines
- Supporting the change process and implementation of new models
- Developing analytics dashboards, monitoring and MI reports
- Engaging with other risk areas such as forecasting, portfolio management, collections etc.
- Preparing materials and presenting results to governance forums/committees
This role requires extensive DOD experience, proficiency in SAS, banking sector experience, and knowledge of IFRS9.
We invite interested candidates to apply for this challenging role.
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