Vice President, Credit Risk Modeler, Basel & Credit Scorecard, Group Wholesale Banking
Core
Developing, implementing, and monitoring Basel credit risk models and scorecards for Non-Retail and SME portfolios across regional markets.
Role type
Senior IC credit risk modeler (Basel & Scorecard)
Builds
Basel credit models, scorecards, and portfolio analytics for Group Wholesale Banking
Domain
Banking / Credit Risk / Regulatory Compliance (Basel II, IV, FRS9)
Deliverable
production ML models
Required skills
Basel credit model development, scorecard modeling, model validation, regulatory compliance (Basel II/IV/FRS9), SAS programming, SQL, stakeholder communication
Preferred skills
R, Python, VBA, advanced Excel
Technologies
SAS (Enterprise Guide, Enterprise Miner), SQL, MS Office
Responsibilities
Develop and maintain Basel credit risk models and scorecards; partner with regional teams on model validation and development; drive model usage in customer acquisition and portfolio management; provide credit risk analyses and reports to senior management and regulators; present models for signoff and regulatory approval
Seniority
Senior, hands-on IC