LGD, EAD and IFRS9 model building experience.
Model & business processes.
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You will be responsible for building valuations models using Prophet and Excel. Add value to
Project
financial exposure preferable Knowledge: Building credit risk models including scorecard development Regulatory
financial exposure preferable Knowledge: Building credit risk models including scorecard development Regulatory
patterns, trends, and correlations. Design and build data models, dashboards, and reports using business intelligence
model data preparation. Responsibilities: Build statistical models Manage the development of credit policies
automation and predictive modelling.