Lead Model Validator Corporate Credit Risk Rating

As an experienced Lead Model Developer/Validator with exceptional expertise in credit risk modeling, your primary focus will be on Internal Credit Risk Rating modeling. You will bring deep domain knowledge and advanced technical skills to drive sophisticated credit risk modeling initiatives across retail and wholesale portfolios. Key Responsibilities: - Lead end-to-end development and validation of advanced credit risk models, including PD, EAD, LGD, with emphasis on Expert judgement-based PD models for Corporate, Specialised Lending, and Financial Institutions. - Conduct comprehensive data preparation and preprocessing using tools such as SAS, Python, R, and SQL. - Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights. - Develop comprehensive technical documentation including regulatory compliance model documentation, test plans, validation reports/findings report, and Business Requirements Documents (BRD) where applicable. - Drive continuous model improvement by identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. - Provide mentorship and technical guidance to junior team members, fostering a culture of knowledge sharing and professional development. Required Qualifications: - 5-10 years of hands-on experience in credit risk model development and validation. - Proven expertise in modeling across retail and wholesale credit portfolios. - Advanced proficiency in SAS, Python, R, SQL. - Deep understanding of IFRS9 and CECL regulatory frameworks and guidance. - Exceptional analytical and problem-solving skills. - Excellent written and verbal communication abilities. Preferred Qualifications: - Advanced degree in Statistics, Mathematics, Economics, or related field. - Professional certifications in risk management or financial modeling. - Experience with IRB modeling, machine learning/advanced statistical modeling techniques. - Knowledge of Basel regulatory guidance. Technical Skills: - Model Development: PD, LGD, EAD, Qualitative PD Models. - Programming: SAS, Python, R, SQL. - Regulatory Knowledge: IRB, IFRS9, CECL. - Statistical Modeling. - Data Preprocessing. - Machine Learning Techniques.,