
Debt Credit Specialist
2 days ago
Job Summary
The role is tasked with managing and analyzing credit risk exposure by maintaining and formulating statistical predictive models.
Key Responsibilities
- Maintain and formulate statistical predictive models to manage credit risk exposure.
- Analyze performance and monitoring reports of the bank's credit risk models.
- Develop and maintain databases for potential risk attributes.
- Participate in reviewing and validating existing credit risk models.
- Calculate risk parameters and estimate expected credit losses for provisioning.
- Provide recommendations for new or amended credit risk policies.
Requirements
- Bachelor's degree in a quantitative discipline (finance, statistics, mathematics, data science or any related field).
- At least 5 years work experience in developing or validating statistical predictive models in credit risk management.
- Strong knowledge in statistical and quantitative theories and their applications.
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