Model Development analyst

As an experienced professional in regulatory credit risk, your primary responsibility will involve conducting end-to-end model calibration and monitoring for regulatory credit risk (PD, LGD, and EAD) as well as provision (IFRS9) models. Your role will include applying your domain expertise in Basel/IFRS9 to perform model calibration and monitoring activities. Additionally, you will be expected to manage intermediate level case studies and challenges with minimal supervision, perform root-cause analysis to resolve team hurdles, and identify, develop, and implement process and project enhancements. It is essential for you to have a comprehensive understanding of upstream and downstream processes to ensure the smooth functioning of the models. Your expertise will be crucial in representing and contributing to internal forums while staying updated on market intelligence and innovation trends. Qualifications Required: - Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics, or Finance, or a proven track record demonstrating proficiency in these areas. Key Responsibilities: - Proven functional and domain proficiency in Basel and IFRS9 models. - Strong programming knowledge in SAS and R languages. - Hands-on experience in IFRS9 and/or Basel model calibrations. - Demonstrated strong communication, negotiation, interpretation, and problem-solving skills. - Ability to guide junior team members on projects.,