
Senior Credit Risk Modeller // IFRS9 experience
Our client is seeking an experienced Senior Credit Risk Modeller to join their Risk Analytics team. The successful candidate will play a key role in developing, validating, and maintaining credit risk models in line with IFRS 9 requirements. This role requires strong technical expertise in statistical modeling, SAS programming, and regulatory knowledge.
Responsibilities:
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Develop and implement credit risk models including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) in accordance with IFRS 9.
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Conduct model validation, back-testing, and stress testing to ensure model accuracy and compliance.
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Perform data analysis and manipulation using SAS, SQL, and other analytical tools.
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Collaborate with business stakeholders to understand data sources, model requirements, and regulatory expectations.
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Prepare comprehensive documentation and reports for internal governance and regulatory submissions.
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Support credit risk management initiatives, including portfolio analytics, risk forecasting, and impairment calculations.
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Mentor junior analysts and provide guidance on best practices in credit risk modelling.
Requirements:
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Extensive experience in credit risk modelling within a banking or financial services environment.
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Strong knowledge of IFRS 9 accounting standards and impairment methodologies.
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Advanced proficiency in SAS; experience with SQL, R, or Python is advantageous.
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Solid understanding of statistical and econometric modeling techniques.
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Experience in model validation, regulatory reporting, and stress testing.
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Strong analytical, problem-solving, and communication skills.
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Experience with IRB or Capital Modelling – Nice to have
If you think you have the above skills and experiences, click the ‘Apply’ button or send your resume to alex.nguyen@talentinternational.com