Data acquisition/cleaning, execution of quantitative methods to select PD model drivers and model specifications, research and support of central tendency analysis and decisions, leading and support of expert panel meeting, comprehensive model documentation preparation, analytical support through the model validation process. Improve the documentation support for the description of the chosen performance measures and their associated thresholds. Apply performance measures to the portfolio with increased granularity and segmentation to ensure that the model is appropriate for use for all industry sectors and obliger sizes
• Master degree or higher in a quantitative field
• At least one year experience of credit risk modeling
• Strong interpersonal skills and the ability to work professionally and independently, and communicate with various stakeholders.
• Programming experience with Python is a must.
• Typically 3-5 years relevant consulting and/or industry and functional experience