Credit Risk Model Development

Company Overview:
Risk Resources LLP operates in the Financial Services industry providing specialized services in credit risk management and decision modeling.

Role and Responsibilities:
As a Credit Risk Model Developer at Risk Resources LLP you will be responsible for the development validation audit and review of credit loss forecasting models in the retail or wholesale domain primarily for CECL/CCAR/DFAST reporting. This role will involve working on PD/EAD/LGD component models understanding development documents testing benchmarking using SAS and report writing. Additionally you will provide analytical support and manage projects to deliver retail and commercial credit risk and decision models to support risk management and decision making.

Candidate Qualifications:
The ideal candidate should possess expertise in PD LGD EAD and BAU models along with a Certified CQF and CIF qualification.

Required Skills:

• Credit Risk Modeling
• Financial Services
• Certified CQF
• Analytical Skills
• Model Validation

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