· Bachelor?s degree in a relevant field (e.g., Mathematical Science, Financial Engineering, Statistics, Data Science, Econometrics, or other relevant degree). · Proven experience (2+ years) within a Credit Risk, model development or validation team. · Experience building PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models and familiarity with Basel III, EBA Guidelines or IFRS 9 standards. · Proficiency in pertinent languages, such as Python, R, SQL, or SAS for data manipulation, analysis, and automation. · Proficient with MS Office suite. · Ability to conduct data analysis, derive valuable insights, and support decision-making. · Good verbal and written English communication skills, with a proven ability to present model results to a non-technical audience. · Prior experience in customer service roles, showcasing strong communication and problem-solving skills. · Demonstrated ability to work collaboratively within cross-functional teams. · Independently motivated, detail-oriented, and strong problem-solving ability.
