Lead a quantitative modeling team to develop PD/LGD/EL models to support credit risk analytical processes including Basel/CCAR/CECL/IFRS9/ICAAP for wholesale portfolio
Be hands-on and be able to independently develop credit risk models
Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements
Review and verify key model assumptions and limitations with model owners
Review model outputs with properly justified opinions and judgments by experts from credit risk managers to capture forward-looking financial market and macro-economic outlooks
Implement internally developed models on risk analytical library platform
Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
Effectively mentor and manage a junior and senior modelers in a hybrid environment to deliver results
Work in close partnership with the three lines of defense functions, such as model governance, Corporate Audit and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure for credit risk analytics
Prepare and present required reports/reviews to model risk management, senior management and global regulators

Master’s degree, prefer PhD, in a quantitative field such as Economics, Statistics, Mathematics, Finance or equivalent
8+ years of experiences for MS, 5+ years of experience for PhD, of developing credit risk modeling for wholesale portfolio in a financial institution
Strong programming skills in Python/R/SAS etc
Demonstrated experiences working with model development teams, analytical library development team and technology
Proven ability to manage a team of junior and senior modelers

Permanent contract from day one
Additional holidays (Birthday Day Off, 3rd and 5th year anniversary Day Off)
Gold Medical Package for employees and their families (partner and children)
Premium life insurance package and private pension plan
Wide range of soft skills training, technical workshops, language classes and development programs
Opportunities to volunteer your time to company-driven initiatives, employee networks or organizations of your choice
Variety of well-being programs
Additional benefits available depending on the seniority of the role

Credit Risk Modeler – Vice President

Key skills