Job Description
Job Description
• Develop, maintain, and enhance credit risk models (PD, LGD, EAD)
• Perform portfolio analytics, monitoring asset quality and risk trends
• Conduct stress testing and scenario analysis to assess portfolio resilience
• Support IFRS 9 expected credit loss (ECL) calculations and provisioning
• Build dashboards and reports for senior management and regulators
• Work closely with Risk, Business, and Finance teams to drive data-driven decisions
• Improve data quality, automation, and analytics capabilities
Requirements
• 5–10 years of experience in credit risk analytics, modeling, or portfolio management
• Strong knowledge of credit risk frameworks and regulations (e.g., IFRS 9, Basel)
• Hands-on experience in data analysis and modeling (Python, SAS, R, SQL, or similar)
• Strong analytical thinking with the ability to translate data into insights
• Experience working with l...