Credit Risk Mathematician Senior

Demonstrate quantitative skills and well versed with data wrangling methods.
Develop, Review, Validation of Basel/Capital model on risk factors PD, LGD, Credit Portfolio) for retail and wholesale portfolios.
Documentation aspect of model development is key as are the skills to present this information to peer review and independent review of model governance committees.
Manage Basel Modelling, PD, LGD Model Development
Develop / validate risk measurement models for credit risk management, incl. models for credit rating and scorecards.
Collate, test and check independently sourced economics data (forecast and stress) and assess its robustness and fitness for purpose of model development.
Demonstrate Credit Risk Model Development.
Ensure adequate documentation and analysis in place for model review committee which involves peer review and independent review committees
Prepare effective material for dissemination to key business stakeholders at all levels of seniority and obtain approval by the clients
Support ad-hoc requests in support of the business as necessary
Ensure timelines around project deliverable are met and all the stake holders are informed about the status of the projects
Drive standardization of analysis and processes to gain efficiency
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