Credit Risk Analyst – IFRS/ BASEL
Are you collaborative, innovative, and enjoy visionary thinking? Are you a self-motivated individual who is hardworking with proven work history? Are you a forward-thinking, creative individual who willingly takes ownership of complex and challenging initiatives? Then, Apply Now!
Working with one of the top financial clients this role calls for a Credit Risk Analyst – IFRS/ BASEL who will assist in Model Monitoring code development, maintenance, and enhancements, including code reviews. The successful candidate will act as a mentor and provide guidance and training to new hires. The ideal candidate has the ability to work independently, takes initiative and can complete work on their own.
- Assist in the development and ongoing improvement of MMA’s Model Governance Framework. This includes monitoring activities relating to the execution and documentation of: Model Performance Monitoring, Model Discrimination, Population Stability and Characteristic Analysis
- Support multiple ad-hoc requests relating to model performance, working closely with partners in MV, MRM, MD and MMA.
- Support Annual Model Reviews, ensuring concise and accurate quantitative analysis and documentation are delivered in a timely fashion for MD, MV, and MRM for review.
- Support compiling material for executive committee meetings, status meetings, and dashboard reporting. Material is shared with internal and external stakeholders.
- Support coordinating the collecting of evidence and closure of Audit and Regulatory findings.
- Adhere to clients and industry best practices and standards for project management (PMLC).
- Assisting in other areas within the Model Governance & Compliance space, as requested
Desired skill set:
- 3 years of experience using SAS, SQL, or Python in the context of data manipulation, data mining, and statistic
- Experience working in both operational and project environments
- Ability to prioritize work and work with multiple deadlines
- Strong quantitative skills in statistics or related areas
- Good interpersonal skills to build and maintain productive working relationships with others
- Strong written and oral communication skills
- Undergraduate degree in Mathematics, Statistics, Economics, Engineering, or similar disciplines
Nice to have:
- PRMIA, GARP, CPA or similar accreditation
- Experience in model development or validation in retail credit risk
- SAS, Python, or R certification
- Understanding of basic retail credit risk drivers
- Understanding of scorecard, machine learning, or PCL models
- Exp with regulatory programs such as Basel and IFRS9
- Understanding of account management, adjudication, and collection strategies
- Postgraduate degree
BeachHead is an equal opportunity agency and employer. We advocate for you and welcome anyone regardless of race, color, religion, national origin, sex, physical or mental disability, or age.