Credit Risk Model Monitoring Senior Specialist

We are seeking a Senior Specialist in Credit Risk Models/

Credit Risk Model Developer / Monitoring Senior Specialist 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

• Monitoring, development and recalibration of credit risk models across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes,

• Sharing your knowledge and expertise,

• Communicating with stakeholders to achieve the best outcomes,

• Writing insightful reports for stakeholders and documenting important information,

• Taking part in activities related to introducing changes to the models or performing additional analysis.

Requirements

• Have at least 3 years of experience in IFRS9/IRB models’ development, monitoring, or validation,

• Proficient in programming languages like SAS and/or Python/R,

• Graduated in Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,

• Have high analytical skills and can ‘connect the dots’,

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

• Team player, well-organized and focused on quality and effective solutions.

Nice to Have

• Risk modelling experience within IRB/IFRS9 domains,

• Experience with databases, data preparation and data quality control,

• Advanced statistical techniques knowledge,

• Presentation skills,

• Independent, creative and pro-active mind-set.

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).