Model Analyst

Job Descriptions

• Assist in performing model development, monitoring, and model implementation for credit risk models used for credit decisioning, limit setting, credit pricing, business strategy, capital, and provisioning to ensure they are fit‑for‑purpose and comply with Basel IRB, MFRS9, and internal bank standards and policies.
• Perform model monitoring of the new and existing models to ensure that they are fit for purpose.
  Support business queries relating to rating model and perform simulation where applicable.
• Execute and maintain existing model monitoring scripts, including ongoing enhancements where applicable.
• Assist to follow up on closure of model validation findings and recommendations by the responsible parties.
• Perform system configuration and enhancements for any changes on model parameters and enhancements required.
• Support data extraction, cleaning, and analysis using SAS, SQL, and Excel.
• Cross‑fun...