Risk Modeler

• Create, maintain, and update the model risk management framework.
• Develop, implement, test and monitor credit risk models (e.g. Application scoring, Behavioral scoring, etc.).
• Develop, implement, test and monitor additional models as required to support business needs.
• Establish, maintain and update model inventory, classification, and materiality assessment.
• Test, monitor, and validate all third-party risk models outsourced by TFSPH.
• Ensure model risk management is aligned with regulatory and compliance requirements.
• Assist in the maintenance of internal data maintained by the risk management department
• Assist in the development of additional reports as required by business needs requested to the risk management department.
• Coordinate, communicate and maintain good relationship with internal customers.

QUALIFICATIONS:

• Accurate and validated model scores to ensure accurate risk assessment;
• To meet Global and Local (SEC and BSP) Credit Risk Management Reporting Requirements.
• Relevant amount of experience in Model Risk, Credit Review, Audit and/or Banking and Finance Education:
• Bachelor's degree (Business Course preferably Statistics, Mathematics, Economics, or Banking and Finance).
• Knowledgeable in Microsoft Office, analytics software (SAS, R-Studio, or other related software) and market data provider (Reuters or Bloomberg).