-job description*role purpose*
develop, validate and monitor statistical models and tools under the standards of the pra, banxico and cnbv, as well as meet the requirements of local and british regulators.
*main activities*
- development of effective models for the quantification of credit risk for capitalization purposes.
- update and monitor regulations related to credit risk measurement and quantification models.
- provide the necessary training and dissemination for the use and understanding of credit risk analysis and measurement tools.
- identify, measure, mitigate, control and report operational risks, especially those related to the measurement and management of credit risk.
- responsible for providing results with high quality and in the agreed time.
- support change initiatives and escalate any concerns
requirements- graduate in finance, math, actuarial sciences, data science, economics or related fields
- basic knowledge of credit products is required (fixed term loans, revolving loans)
- basic-intermediate knowledge of financial instruments is required (bonds, derivatives, etc)
- basic-intermediate knowledge of a bank's balance sheet and income statement is required
- proficiency in english is required
- teamwork is essential