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Credit Risk Consultant FRM
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Credit Risk Consultant
Advanced Financial Solutions • Full time
Apr 2024 - Present • 2 yrs 6 mos
Develop and validate IFRS 9 credit risk models (PD, LGD, CCF and macroeconomic models) for banks in the GCC/MENA region. Build and validate application and behaviour scorecards (logistic regression, WoE/IV, KS/Gini/AUC, stability testing). Design stress testing frameworks and review ECL policies, staging and SICR criteria. Work daily in Python, R, SQL, SAS and Excel.