Domain:

· Exposure to credit risk management processes within Retail and/or Wholesale banking business.

· Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.

· Expert in credit model development and/or validation and/or monitoring of – impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.

· Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.

· Sound knowledge of current market trends and the regulatory agenda related to credit risk models – particularly from a European context.

Communication:

· Strong communication (oral and written) and influencing skills.

· Ability to effectively manage senior stakeholders and build relationships.

Technology:

· Must-have: SAS, Python, MS Excel

· Nice-to-have: R, SQL