Credit Modelling Model Building Credit Risk Data Science Credit Products Credit Scoring Pricing Model Development
I am working exclusively with a rapidly growing digital banking firm who are currently seeking a Head of Credit Modelling to lead/build an efficient scalable scoring, pricing, model building and validation infrastructure with functionality for local configuration.
You will build stable and predictive scoring, pricing and targeting models for retail credit portfolio.
PLEASE NOTE YOU MUST HAVE 1ST LINE DEFENCE EXPERIENCE FOR THIS ROLE AND IDEALLY HAVE A DATA SCIENCE BACKGROUND AND FAMILIARITY WITH CREDIT PRODUCTS
Quant Credit Risk Rating Model modelling SAS R SQL Python Matlab
Risk Models Regulatory Compliance Operational Risk Model Validation Risk Governance Quantitative Risk VaR Stress Testing
Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models
Pricing Models Quant Modelling
Compliance Reporting Framework Risk Regulatory
Software Developer Model Developer Financial Derivatives Valuations
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