Role: Credit Risk Modelling SME
Location: Columbus, OH
Job Description: Fulltime Role with TCS
Skill: Credit Risk Modelling SME
Credit Risk Modelling SME/Analyst - 10+ years of experience.
Must-have: SAS, Python, MS Excel.
Nice-to-have: R, SQL Domain.
- Exposure to credit risk management processes within Retail and/or Wholesale banking business.
- Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.
- Expert in credit model development and/or validation and/or monitoring of impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.
- Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.
- Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a European context.
- Strong communication (oral and written) and influencing skills.
- Ability to effectively manage senior stakeholders and build relationships.
Job Type: Full-time
Pay: $58,622.00 - $70,598.53 per year
Benefits:
- 401(k)
- 401(k) matching
- Dental insurance
- Health insurance
- Life insurance
- Paid time off
- Vision insurance
Ability to Relocate:
- Columbus, OH: Relocate before starting work (Required)
Work Location: In person