Credit Model Developer - Birmingham
1 month ago

Job summary
Support the Credit Risk Models Team with the development, testing, implementation, monitoring, documentation, and maintenance of all credit risk models. These models are used for a variety of activities including CECL stress testing loss forecasting origination portfolio management and economic capital.Responsibilities
- Develop and apply mathematical or statistical theory and methods to collect organize interpret and summarize numerical data sets from multiple sources.
- Derive model assumptions that are well reasoned and supportable.
- Implement models in code in a transparent and easily maintainable way.
Job description
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