Model Development Analyst

Role Overview: You will be responsible for conducting end-to-end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models. Your key role will involve applying domain expertise in model calibration/monitoring activities, managing intermediate level case studies and challenges with minimal supervision, performing root-cause analysis, resolving team hurdles, identifying, developing, and implementing process and project enhancements, understanding upstream and downstream processes, and representing/contributing to internal forums and Market intelligence & Innovation. Key Responsibilities: - Apply domain expertise (Basel/IFRS9) in model calibration/monitoring activities - Manage intermediate level case studies and challenges with minimal supervision - Perform root-cause analysis and resolve any team hurdles - Identify, develop and implement process and project enhancements - Know upstream and downstream processes - Represent and contribute to internal forums and Market intelligence & Innovation Qualification Required: - Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics, or Finance, or a track record of performance demonstrating this ability Additional Details: Omit this section as there are no additional details provided in the job description.,