Credit Risk Modeler
The Credit Risk Model Validation team validates the models employed for managing the credit risks associated with leasing activities of Ford cars. The scope of this validation team includes a variety of models (PD, LGD, EAD), application and collection scorecard models for different product types. The validator in this team has a key role of: • assessing the quality of the data used for the development of the model; • examining the correctness of the methodology and...
- Machine Learning
- Treasury
- Basel