Senior Credit Risk Model Lead

09516 Banco Nacional de Mexico, S.A., integrante del Grupo Financiero Banamex; Ciudad de México; Presencial; MXN 120,000 - 160,000; Jornada completa

Descripción de la vacante

A leading financial institution in Mexico City is seeking a Senior Vice President of Credit Risk Model Development to lead the design and implementation of credit risk models. This hands-on role requires 8-10 years of experience in credit risk modelling, strong quantitative skills, and proficiency in programming tools like Python and SQL. The successful candidate will work closely with various teams to ensure compliance with regulatory standards while driving innovation and automation in model development.

Formación

• 8-10 years of experience in credit risk modelling, ideally in banking or financial services.
• Hands-on experience with stress testing and scenario analysis.
• Expertise in statistical modelling and machine learning techniques.

Responsabilidades

• Lead development of credit risk models (PD, LGD, EAD) for various portfolios.
• Ensure compliance with internal model risk management policy and regulatory requirements.
• Drive automation and process improvements in model development.

Conocimientos

Analytical Thinking

Business Acumen

Data Analysis

Risk Identification and Assessment

Educación

Master’s degree in Statistics, Mathematics, Econometrics, or related disciplines

Herramientas

Python

R

SAS

SQL

Descripción del empleo

A leading financial institution in Mexico City is seeking a Senior Vice President of Credit Risk Model Development to lead the design and implementation of credit risk models. This hands-on role requires 8-10 years of experience in credit risk modelling, strong quantitative skills, and proficiency in programming tools like Python and SQL. The successful candidate will work closely with various teams to ensure compliance with regulatory standards while driving innovation and automation in model development.