Credit Risk Modeling Analyst
2 days ago
Role Overview:
The primary purpose of this role is to provide additional support in terms of analytical work such model validation, and implementation.
Specific duties and responsibilities:
- Provide assistant in the calibration, enhancements, and development of the bank's Internal Credit Risk Rating System (ICRRS), as well as the company's Scoring Model based on the regulatory requirements.
- Shall also be assigned to perform ECL-related tasks as well as ad hoc assignments that may be assigned occasionally.
Qualifications:
- Graduate of BS Statistic
- At least 2-3 years work experience in quantitative credit risk analysis and/ or risk modeling
- Must have an experience in ECL Modeling
- Proficient in Programming and Algorithms: R Python, SAS, SQL, C++, Java, VBA and MS Office applications.
- With good communication skills and with high level of analytical and technical skill
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