We are seeking a skilled and experienced professional to join a team as a Credit Risk Model Developer. In this role, you will play a key part in enhancing and implementing credit risk models and processes. This position offers an excellent opportunity to work on both regulatory and economic models, collaborate with global teams, and act as a key point of contact for internal and external stakeholders.
Key Responsibilities:
- Enhance and refine credit risk models, including regulatory (IRB) and economic models (e.g., IFRS9) for key metrics such as PD, EAD, LGD, and ECL.
- Develop and optimize processes for implementing and maintaining credit risk models.
- Conduct regular performance monitoring and statistical backtesting of credit risk models to ensure accuracy and compliance.
- Collaborate with global modeling teams on model updates, methodological developments, and regulatory requirements.
- Serve as a primary contact for users, regulators, and auditors regarding model-related inquiries and reviews.
Your Profile:
- A completed university degree or doctorate in a quantitative field such as mathematics, economics, computer science, physics, or a related discipline.
- Strong foundation in econometrics or statistics, with practical experience in credit risk model development.
- Proven professional experience in designing, implementing, and validating credit risk models.
- Proficiency in programming languages such as Python, SQL, and SAS, with a passion for continuous skill development.
- Exceptional analytical abilities with a talent for quickly grasping complex concepts.
- A structured, self-driven, and results-oriented approach to work.
- Excellent command of the English language, both written and spoken.
