Bachelor's or Master'sdegree in finance, economics, mathematics, or a related field

4+years of relevant experience in credit risk management, with knowledge ofPD/LGD/EAD, CCAR loss estimation & PPNR,PRA stress testing,Scenario analysis,IRB, IFRS 9, CCEL,credit rating models,and other credit risk models

Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills

Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages

Good soft skills, including effective communication, team collaboration, and client engagement

Strong project managementskills

FRM, CFA, CQF would be a plus

Expert in theModel development primarily forPD/LGD/EAD,...