Credit Risk Analyst (Senior Manager)
Job Summary:
We are seeking a skilled Credit Risk Analyst to join our dynamic team. The ideal candidate will leverage their expertise in financial modeling and data analysis to evaluate customer credit risk and contribute to the development of robust credit scoring models. This role is essential in enhancing our risk assessment processes and ensuring compliance with regulatory requirements.
Key Responsibilities:
- Risk Classification:
- Utilize various financial models, including Application, Behavioral, and Collection Models, to classify customer risk levels based on credit data. Continuously refine classification methodologies.
- Collaborate with cross-functional teams to ensure that risk classifications align with business objectives and regulatory standards, enhancing the overall credit evaluation framework.
- Work closely with data engineers and analysts to ensure that models are built on accurate and comprehensive datasets, enabling more precise customer segmentation.
- Data Management for Model Development:
- Manage and prepare datasets essential for developing Credit Risk Scoring Models, ensuring data integrity and availability throughout the modeling process.
- Document data preparation workflows and ensure compliance with internal standards and regulatory requirements to facilitate seamless model development.
- Collaborate with IT and data governance teams to enhance data collection processes and optimize database performance for risk modeling.
- Segmentation Model Development:
- Create Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD) segmentation models for retail lending portfolios, in compliance with IFRS9/TFRS9 requirements.
- Conduct thorough data preparation prior to model development, ensuring that all necessary variables are accounted for and properly
Qualifications:
- Bachelor’s degree in Finance, Statistics, Mathematics, or a related field.
- 5-8 year of experiences in credit risk analysis, modeling, and data management within a financial services environment.
- Proficiency in Python and machine learning tools, with a strong understanding of financial modeling concepts.
- Experience in IFRS9/TFRS9 will be beneficial.
- Experience in building models using Google Vertex and using Google BigQuery will be beneficial.
