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Senior Manager Credit Risk Independent Model Review

Negotiable

Qualifications:

  • Knowledge of statistical models and scorecard development
  • Detailed knowledge of credit risk models, typical performance metrics, risks and associated issues
  • Detailed knowledge of IRB regulatory framework
  • Machine learning techniques in credit risk knowledge
  • Experience developing Basel II (PD,EAD LGD), stress testing, IFRS9/IAS39 an risk models throughout the customer lifecycle

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

 

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