Credit Risk Model Monitoring Senior Specialist

We are seeking a Credit Risk Model Developer / Monitoring Senior Specialist / Expert for our client in the banking industry. The selected candidate will join a team that collaborates with model development and validation teams to ensure the deployment of top-tier models.

Responsibilities

• Monitor existing credit risk models across all parameters (PD, LGD, and EAD) within both AIRB and IFRS9 frameworks.

• Develop or redevelop credit risk models.

• Share knowledge and expertise within the team.

• Interact with key stakeholders.

• Write comprehensive reports and documentation.

Requirements

• At least 5 years of experience in the development, monitoring, or validation of IFRS9/IRB models, programming (e.g., Python, SAS), databases, data modeling, data preparation, and data quality control.

• Extensive knowledge of IRB and IFRS 9 models.

• A master’s degree in mathematics, econometrics, statistics, or a related quantitative field.

• Strong knowledge of statistical inference and econometric methods.

• The ability to clearly and concisely express ideas, facts, and opinions in English (C1 level or higher).

• A proactive approach to identifying problems, analyzing key information, and finding appropriate solutions.

• The ability to complete tasks efficiently and deliver high-quality results, with a focus on achieving targets and KPIs.

Nice to Have

• Experience acting as a sparring partner or advisor to senior management.

• Knowledge of and experience with advanced statistical techniques.

• Familiarity with AIRB/IFRS9 regulations.

• Experience with version control systems (e.g., GIT).

• Professional certifications such as FRM, PRM, CFA, or CQF.

• Extensive experience with databases, data preparation, and data quality control.

What Our Client Offers

• Stable employment in a global company under a permanent employment contract.

• Opportunities to work on interesting international projects.

• Access to the latest technologies.

• A well-structured personal development path.

• A dedicated training budget.

• Complimentary English courses.

• Private healthcare.

• A MultiSport card.

• Team integration events.

• An annual bonus.

• Flexible working hours (start time between 7:00 and 9:00).