Back
Tier-1 brand, metro location, and mid-level experience raise competition despite niche credit-risk focus.
Role requires domain-specific credit risk and regulatory expertise, limiting cross-industry transferability.
Explicit 3-5 years, mandatory credit-risk modeling/regulatory knowledge and specific tech skills increase strictness.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Own end-to-end credit risk model lifecycle including development, implementation, monitoring, recalibration, and governance.
Perform data analysis, feature engineering, statistical testing, model performance evaluation, and ongoing model monitoring activities.
Collaborate with validation, technology, business, audit, and risk teams; prepare regulatory submissions and present findings to senior management.
Bachelor's or master's degree in Statistics, Mathematics, Economics, Finance, Engineering, or related quantitative field.
3-5 years of experience in Credit Risk Modeling, Model Validation, Monitoring, or Quantitative Risk Analytics.
Proficiency in SAS, SQL, Python, and Advanced Excel.
Strong knowledge of Basel, CECL, CCAR, model risk management, and banking risk frameworks preferred.
Experienced in credit risk models such as PD, LGD, EAD, Stress Testing, CECL, CCAR, and Economic Capital.
Capable of conducting model governance, regulatory compliance, and preparing documentation and reports for model risk management.
Able to mentor junior staff and drive process improvements and automation in model development and monitoring.