Conduct in-depth data analysis and support further development of quantitative models (PD, LGD) to assess key risk indicators across obligor, collateral, and portfolio levels within the mortgage domain. * Strong proficiency in SQL for data extraction, manipulation, and analysis; experience with other programming languages (like Python or R, or other data processing tools) for quantitative analysis and model development is a significant advantage. * Solid knowledge of credit risk methodology, including PD/LGD models, debt-servicing ability, and advanced collateral valuation techniques, with a keen understanding of integrating ESG factors.
mehr