Associate Director, WRB Model Development

About the role

This position is for an Associate Director (WRB) with experience in areas of A-IRB (PD, LGD, EAD) Models, Credit Risk Scorecards and Credit Risk Strategy (cut-off analysis, line assignment et. al) for retail banking / small business lending businesses.

What you'll do

• Lead through example. Set clear expectations from the teams and work in collaboration with all relevant partners
• Set and monitor objectives for team members and provide feedback
• Regulatory & Business Conduct
• Display exemplary conduct and live by the Group’s Values and Code of Conduct
• Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters

What you need

• 4–6 years in software engineering
• Credit risk
• MBA

Good to have

• Python
• SAS