Vice President, Model Development I, Credit Rating Modeling

executing corporate-wide standards for model development through creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes, aligning to the development scope established by more senior colleagues, monitoring performance of Estimation Approaches, identifying possible deterioration by comparing outcomes to established thresholds, executing Estimation Approaches in accordance with approval conditions and communicate results to management, supporting use of the Estimation Approaches, provide testing and analysis at the request of Model Risk Management Group. Graduates of Econometrics/Finance/Economics. Master's degree: 1-2 years of job-related experience, PhD degree: 0-1 years of professional experience. Theoretical background and knowledge of Credit Risk Measurement's concepts: Basel Accords, RWA, PD, LGD, EAD and UGD estimations. Experience with quantitative modeling, numerical analysis, and computational methods with any programming language (Python, VBA, R or SQL are adequate) as well as mathematical/statistical software packages. The candidate must have excellent presentation skills, assertiveness & influencing skills, and ability to explain abstract theoretical concepts to a non-expert audience in an easy-to-understand language. Proficiency in business English. The candidate must be able to communicate professionally in English-speaking environment. He/she will co-operate, report and communicate with English-speaking stakeholders on a daily basis.