Credit Risk Modelling Analyst

Key Responsibilities :

- Develop credit risk models using Python, SQL, and statistical modeling techniques

- Predict default probabilities, loss rates, and expected credit losses

- Analyze credit bureau data to inform credit risk modeling decisions

- Stay up to date with CAR/CCAr regulations and ensure compliance in credit risk modeling

Required Skills :

- Proficiency in programming languages such as Python and SQL

- Strong understanding of credit scoring, credit bureau data analysis, and loss forecasting techniques

- 4-9 years of experience in Credit Risk Modelling

Preferred Skills :

- Knowledge of XGBoost or Random Forest

- Experience working with CAR/CCAr regulations