Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for CECL/CCAR/DFAST reporting including PD/EAD/LGD component models. Validation process involves understanding of development document, testing, and benchmarking using SAS, and report writing. Role description Provide analytical support and manage projects to deliver retail and commercial credit risk and decision models to support risk management and decision making in LBG. The following accountability apply to the most roles and decision science at this level but there may be some variation depending on specific role in the team:

Good-to-Have Expertise in PD, LGD, EAD and BAU models Certified CQF and CIF

Desired Candidate Profile
Qualifications :BACHELOR OF ENGINEERING