- Strong Modeling experience in one or more of the following areas preferred: credit,operational and market risk.
- Strong Modeling inother relevant areas such as Economic Capital, Loss Forecastingor Stress Testing.
- Strong Knowledge of parameterscalculation (PD, LGD and CCF)
- Strong of scorecard developmentor loss forecasting process for different portfolios.
- Strong Knowledge of Machine Learning, neural networking and Graphs Methodologies.
- Excellent knowledge of banking credit risk regulations (IFRS9, CECL and/or Basel II IRB).
- Strong communication and interpersonal skills.
- Ability to research learn and apply new concepts and statistical techniques with limited assistance. Ability to incorporate innovation and new developments in the industry to projects and processes
- Ability to operate with a high degree of autonomy/ independence with confidence in making decisions.
- Results Oriented
- Coaching Skills
Education: Master’s Degree in a quantitative field (Financial Engineering, Quantitative Finance, Mathematics, Statistics, Economics, Physics or Data Scientist.)
Experience: 5+ years of experience in Credit Risk Modeling. Some experience managing technical teams