PD, LGD, EAD and IFRS9 model building experience. Economic capital model development. Experience with
from maps and historical documents to build a conceptual model of groundwater flow and quality
financial exposure preferable Knowledge: Building credit risk models including scorecard development Regulatory
financial exposure preferable Knowledge: Building credit risk models including scorecard development Regulatory
Operating Model & business processes. Building data models Automating data models Update dashboards
patterns, trends, and correlations. Design and build data models, dashboards, and reports using business intelligence
BI, Tableau and SQL Proficiency with building predictive models in a suitable programming language, as
experience with AutoCAD Civil3D.
model data preparation. Responsibilities: Build statistical models Manage the development of credit policies