SDNA Global - Credit Risk Modelling Role

Responsibilities:

- Client facing role

- Working directly with Client and managing Client

- Managing multiple project in multiple geographies

- Handling teams of multiple projects across different areas of analytics, risk management etc.

- Client Handling - Understanding client requirements, problems etc.

- Preparing presentation and presenting it to Senior Management (Client)

Will be responsible of different project ranging from:

- IFRS 9 Model Development & Validation

- Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

- Developing/Validation Rating Models for Corporate banking portfolios

- Stress Testing Models

- Develop/validate models like Collection, Propensity, Maturity, Pricing, etc.

- Advanced Analytics Solution (Machine Learning, Digital Lending etc.)

- Development of acquisition fraud scorecard

- Loss Forecasting

- Developing Rating Models for Corporate banking portfolios

- Developing Economic Models

- Developing ICAAP & RAROC Models

About You:

- You have 1 to 5 years of relevant analytics/risk/business experience and you are passionate about improving yourself.

- You have previous experience in risk analytics, retail analytics, corporate/wholesale analytics, marketing analytics, data science, model development, model validation, model monitoring or other risk management related projects.

- You have experience of SAS, R, SQL, VBA & Python, not to mention good power point and excel skills. However, knowledge of other applications would also be an advantage.