AVP, Credit Modeling Specialist

Full Time

International Banking Client

Office Status: Hybrid

Responsibilities:

  • 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.
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