Job ID - 0041920236
Job Details -
• Extraction, preparation and audit of data and model definitions to ensure accuracy and completeness.
• Develop new, maintain and enhance IRB models in-line with applicable standards
• Prepares and maintains the required and supporting documentations, reports and analysis.
• Assessment, identification and resolution of project risks covering project initiation, data request, development, approval, validation, system implementation and business usage.
• Support the implementation of IRB models through preparation of business requirement/specification, UAT and deployment
• Ensures the timely completion of the deliverables according to plan. Successful management of the project. Tracking of end-to-end timelines and deliverables.
• Develop experience and knowledge in client databases, systems and modelling techniques.
• Conduct peer review and/or audit of other projects.
Qualifications & Skills
• Preferred: Bachelor’s Degree in Statistics, Math, Operations Research or other related field (Masters a plus).
• 2.5+ years’ experience in scorecard and/or IRB model development, maintenance, review and validation in a banking environment.
• Good understanding of credit risk for the retail and business banking (SME) portfolios and products.
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