AVP, Credit Modeling Specialist

Full Time

Madison-Davis Client


To maintain high quality in its underwriting and ensure robust risk management, the Bank builds the Credit Rating Modeling Team. The incumbent is tasked primarily with coordinating and supporting initiatives in reviewing and upgrading the credit rating systems (PD and LGD) in the US region, in addition to the model validation support, implementation, model maintenance, ongoing monitoring, and data management. Support in maintaining the relevant policies and procedures is also a key function of this position.


  • Actively assist in team projects, including PD and LGD model development, parameter updates, model management, as well as other policy and process issues.
  • Assist in maintaining ongoing monitoring of model performance.
  • Assist in managing the model related documentation.
  • Assist in integrating the models in the internal online system (GCMS).
  • Assist in liaising with all concerned parties, e.g., business line, external consultants, auditors, regulators and Head Office.
  • Assist in preparing rating related policies and procedures.
  • Assist in working team administration.
  • Other assigned responsibilities.

Job Requirements:

  • Master’s degree or above in finance, financial engineering, mathematics or other relevant subjects.
  • At least 3 years of experience in the relevant fields including whole credit model development, validation, or credit rating experience at a rating agency. Knowledge in stress testing or CECL (Current Expected Credit Losses) is a plus.
  • Sound understanding of banking credit principles.
  • Excel, Word, Power point skills.
  • Proficient in VBA and SAS. Python is a plus. 
  • Good knowledge and understanding of credit model management.
  • Knowledge of credit products and lending principles.
  • Knowledge of the financial markets, reporting and banking operations.
  • Analytical, critical thinking and problem solving skills.
  • Good communication skills, both written and verbal.
  • Self-motivated, goal-oriented, and able to take multiple tasks at the same time, and work under pressure.

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