Risk Modeller

Roles & Responsibilities

• Develop, validate, and audit credit risk models (PD/EAD/LGD) primarily for CECL/CCAR/DFAST reporting
• Apply advanced statistical techniques such as linear regression, logistic regression, ARIMA, Markov Chain, Merton Model, CHAID, and other predictive modelling/data mining methods
• Provide analytical support for model development, validation, monitoring, and reporting projects
• Independently execute analytical tasks, produce model monitoring reports, and collaborate with stakeholders
• Build relationships with business contacts and clearly communicate analysis results, impacts, and recommendations
• Take ownership of technical leadership, mentoring junior analysts in the team
• Support model implementation, testing, and compliance with policies and best practices