Responsibilities
- Assist in developing and maintaining interest rates based credit risk models
- Prepare model data and perform data analysis
- Participate in model system test
- Perform other duties assigned by supervisors
- Formulate policies and procedures to facilitate the credit risk models implementation
- Be responsible for the UAT and model verification to ensure result accuracy
Requirements
- Statistical or mathematical related degree
- At least 6 years credit risk modelling experience
If you are interested in this role please apply below or contact me for more information.
