Manager - Credit Risk Model Governance

Summary about this job

Detail information about job Manager - Credit Risk Model Governance. Terms and conditions vacancy

Due to growth, this leading bank are looking to recruit a Manager who will take responsibility for the independent assessment of risk data & model performance. Working in conjunction with the model development team, you will take accountability for development of a model governance framework for the bank's portfolio of credit risk models.

Key accountabilities would include;

• Management of a suite of models including scorecards, probability of default, loss given default & exposure at default (PD, LGD & EAD)
• Drive & document regular model monitoring reviews across all credit risk models
• Support the creation of automated model monitoring processes
• Ensure risk data meets compliance requirements and is being used effectively in model development
• Build a robust data quality control process to enable model development
• Engage with key stakeholders in the business on model performance

To be considered, you will need;

• Ideally 7+ years commercial analytics experience
• A number of years' experience within credit risk modelling, model monitoring and/or model validation
• Strong knowledge of data requirements for statistical modelling, model monitoring requirements and an understanding of how models are effectively implemented into operational environments
• Tertiary qualifications in a quantitative discipline; Mathematics, Statistics, Actuarial etc.
• Strong programming skills in SAS base & SQL
• Strong communication skills
• Excellent stakeholder management skills

For more information, please contact Alex on 9270-2602 or apply online.

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