Lead Model Developer/Validator Corporate Credit Risk Rating

You are an experienced Lead Model Developer/Validator with a strong background in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your main responsibility will involve leading the development and validation of advanced credit risk models, including PD, EAD, LGD, with a special emphasis on Expert judgment-based PD models for Corporate, Specialized Lending, and Financial Institutions. Your role will require you to conduct thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL. You will collaborate with various stakeholders to analyze, interpret, and communicate complex model results and insights. Additionally, you will be responsible for creating technical documentation including regulatory compliance model documentation, test plans, validation reports, findings report, and business requirements documents where applicable. Continuous improvement of models will be a key aspect of your job, involving identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. Moreover, you will be expected to provide mentorship and technical guidance to junior team members, promoting a culture of knowledge sharing and professional development. To qualify for this position, you should have 5-10 years of hands-on experience in credit risk model development and validation, proven expertise in modeling across retail and wholesale credit portfolios, and advanced proficiency in SAS, Python, R, and SQL. A deep understanding of IFRS9 and CECL regulatory frameworks and guidance, exceptional analytical and problem-solving skills, as well as excellent written and verbal communication abilities are essential. Preferred qualifications include an advanced degree in Statistics, Mathematics, Economics, or a related field, professional certifications in risk management or financial modeling, experience with IRB modeling, machine learning/advanced statistical modeling techniques, and knowledge of Basel regulatory guidance. Your technical skills should encompass model development (PD, LGD, EAD, Qualitative PD Models), programming (SAS, Python, R, SQL), regulatory knowledge (IRB, IFRS9, CECL), statistical modeling, data preprocessing, and machine learning techniques. If you meet these qualifications and are looking for a challenging opportunity to leverage your expertise in credit risk modeling, this role offers a platform to lead and drive sophisticated credit risk modeling initiatives across various portfolios.,