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Credit Risk Model Developer
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$108,000 a year
- The Credit Risk Model Developer is part of Santander’s Model Development department and responsible for supporting the development and management of advanced regulatory-compliant risk rating and loss forecasting models for the Commercial Banking portfolios.
- These models are used to support multiple functions including underwriting, portfolio management, stress testing (HCR/DFAST) and loss reserve calculation (CECL/IFRS).
- The Credit Risk Model Developer is an expert resource in the fields of credit risk quantification and modeling and works closely with business leaders, risk management groups and regulatory authorities.
- Responsible for developing and enhancing advanced credit risk models
- Bachelor's Degree in Mathematics, Statistics, Economics or an equivalent quantitative field (Master’s Degree or PhD preferred)
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