International Banking Client
Office Status: Hybrid
Responsibilities:
- Assist the team lead in developing and maintaining credit risk methodology and infrastructure.
- The main responsibilities include establishing/maintaining credit risk measurement methodologies, building and maintaining credit risk analytics infrastructure and tools, as well as providing on-going analytical support for credit risk related analysis.
- Develop, enhance and maintain various credit measurement methodologies, including but not limited to probability of default (PD), loss given default (LGD) and exposure at default (EAD) used for the Current Expected Credit Loss (CECL) estimates.
- In addition, support model validation and remediate model risk management.