Credit Risk Analyst

Job Description

Demonstrate quantitative skills and well versed with data wrangling methods. Develop, Review, Validation of Basel/Capital model on risk factors PD, LGD, Credit Portfolio) for retail and wholesale portfolios. Documentation aspect of model development is key as are the skills to present this information to peer review and independent review of model governance committees. Manage Basel Modelling, PD, LGD Model Development Develop / validate risk measurement models for credit risk management, incl. models for credit rating and scorecards. Collate, test and check independently sourced economics data (forecast and stress) and assess its robustness and fitness for purpose of model development. Demonstrate Credit Risk Model Development. Ensure adequate documentation and analysis in place for model review committee which involves peer review and independent review committees Prepare effective material for dissemination to key business stakeholders at all levels of seniority and obtain approval by the clients Support ad-hoc requests in support of the business as necessary Ensure timelines around project deliverable are met and all the stake holders are informed about the status of the projects Drive standardization of analysis and processes to gain efficiency If you thrive in a dynamic, collaborative workplace, IBM provides an environment where you will be challenged and inspired every single day. And if you relish the freedom to bring creative, thoughtful solutions to the table, there's no limit to what you can accomplish here. Required education Bachelor's Degree Preferred education Master's Degree Required technical and professional expertise Graduate or postgraduate with a minimum of6+ years of experience in theFinance domain Proven Mathematician/Statisticianor quantitative background with knowledge of economic and econometric models (at least master's degree). Working knowledge SAS / Python and R. Exposure to Basel Modelling, PD, LGD Model Development and Validation, economic capital modelling, from any Competitoror bank / with Risk Management experience in the wholesale and retail area. Proven communication skills with technical (the team) and non-technical (senior entity management around the globe) counterparts. Proficient in high customer orientation and conflict management Working knowledge of credit risk or Basel/capital model development Ability to convert business needs into modelling needs