A Tier 1 bank is seeking a talented Credit Risk Modeller to contribute to the development and enhancement of credit risk models. The successful candidate will join a high-performing team dedicated to advancing the bank's risk management capabilities.

Responsibilities:

• Develop and enhance credit risk models, including LGD, PD, and CCF models.
• Ensure compliance with regulations and industry standards during model development.
• Collaborate with cross-functional teams to implement and validate models effectively.
• Provide insights and recommendations to improve risk assessment processes.
• Deliver high-quality solutions within tight deadlines while maintaining attention to detail.

Requirements:

• Strong knowledge of credit risk modelling techniques and methodologies.
• Hands-on experience with IRB regulatory frameworks and requirements.
• Proficiency in programming languages such as Python and C++.
• Familiarity with SQL and SAS is highly advantageous.
• Exceptional problem-solving skills with the ability to take ownership and deliver results.
• Excellent communication and collaboration skills.