MCB Bank Pakistan

Sr. Manager Models Development

Experience & Skills

4 - 5 years of experience, preferably in relevant areas.

Knowledge and Skills

Proficient in R Language, Python, Knowledge of Statistical Analysis and Modelling.

Behavioral Competencies

A team player with good interpersonal skills.

Responsibilities

Lead the development of all Credit Risk and Regulatory Models in line with the International Basel and State Bank of Pakistan guidelines.
Implement the cleansing, transformation, imputation, variable selection of the data and model calibration techniques, ensuring the monotonic rating grade structure and foundational quality of risk models.
Validate the stability, accuracy and performance of developed models using comprehensive techniques (back-testing, benchmarking, sensitivity analysis, AUC, KS, Gini, PSI, etc.), leading to justified model adoption and reliable predictive power.
Establish the complete and transparent model documentation (methodology, assumptions, data, validation results) providing a comprehensive audit trail for internal and external regulatory scrutiny.
Execute the macro stress testing framework and scenario analysis to translate macroeconomic impacts into credit portfolio metrics (PD, LGD, EAD) to inform and support the ICAAP, Capital Planning and Risk Appetite Frameworks etc.
Provide advanced statistical and technical support to the relevant stakeholders, assisting in day-to-day tasks and internal / regulatory systems (e.g., CAR System, ERM Dashboard) resulting in data-driven insights and operational continuity across risk functions.

Preferred Qualifications

M.Phil. Statistics Degree preferable from a recognized university.

Job Location

MCB House Lahore

Important Note

“Females and Persons with disabilities having required skill set are encouraged to apply . MCB bank Ltd is an equal opportunity employer and is committed to create an inclusive environment for all employees.”

To apply for this position please share your resume at [email protected] Do not forget to mention the title of the position in the subject of your email.

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Sr. Manager Models Development

Experience & Skills

Knowledge and Skills

Behavioral Competencies

Responsibilities

Preferred Qualifications

Job Location

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