<p><b>What role you will play in team:</b> You will be a key member of the quantitative credit risk team, responsible for developing and maintaining credit risk models. Your expertise will ensure the accuracy and reliability of our risk assessments.</p><p><b>What you will do:</b> You will design, build, validate, and implement statistical models to predict credit risk.</p><p><b>Key responsibility:</b><ul><li>Develop and maintain statistical models to predict credit risk.</li><li>Validate and calibrate existing credit risk models.</li><li>Perform stress testing and scenario analysis.</li><li>Prepare reports on model performance and risk assessments.</li><li>Collaborate with other teams to integrate models into risk management systems.</li><li>Stay current on the latest developments in credit risk modeling techniques.</li><li>Present findings and recommendations to senior management.</li></ul></p><p><b>Required Qualification and Skills:</b><ul><li>Master's or PhD in Statistics, Mathematics, Finance, or a related quantitative field.</li><li>3-5 years of experience in credit risk modeling.</li><li>Strong programming skills in statistical software (e.g., SAS, R).</li><li>Proficiency in SQL and database management.</li><li>Excellent analytical, problem-solving, and communication skills.</li><li>Experience with regulatory requirements related to credit risk modeling.</li></ul></p><p><b>Benefits Included:</b><ul><li>Competitive salary and a comprehensive benefits package.</li><li>Opportunities for professional development and career advancement.</li><li>A challenging and intellectually stimulating work environment.</li><li>Opportunities to work with cutting-edge technology and techniques.</li><li>A culture of innovation and collaboration.</li></ul></p><p><b>A Day in the Life:</b> Your day will involve working with large datasets, developing and testing statistical models, and collaborating with other risk professionals.  You'll contribute to the bank's overall risk management strategy.</p>