Manager, Modelling and Portfolio Analytics TH

This role involves developing, monitoring, and maintaining credit risk and stress testing models, conducting statistical analysis, and providing data to portfolio managers. The position requires a strong understanding of quantitative analysis, and strong communication skills for presenting modelling results to diverse audiences.

Requirements

• Develop, monitor, and maintain credit risk models in compliance with regulatory requirements.
• Conduct statistical analysis and provide risk profiling information.
• Assist portfolio managers with risk management tools.
• Partner with business lines to improve modelling frameworks.