Main responsibilities include establishing/maintaining credit risk measurement methodologies, building and maintaining credit risk analytics infrastructure and tools, support the model risk governance (model documentation, testing, ongoing monitoring, stress tests, etc.), as well as providing on-going analytical support for credit risk related analysis. Develops, documents, and maintains quantitative tools and models used to measure risks, including but not limited to quantify the Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) to be used in the credit review process and in the calculation of the allowance for credit losses.