Credit Risk Model Developer (m/f/d)
We are seeking a skilled Credit Risk Model Developer to join a risk analytics team with our clients in the banking sector. You will play a key role in enhancing and implementing credit risk models used for both regulatory (IRB) and economic (IFRS9) risk assessment, for wholesale.
Key Responsibilities
- Conduct statistical monitoring and backtesting to ensure model accuracy and reliability.
- Develop and enhance credit risk models (PD, EAD, LGD, ECL) to support regulatory and economic capital assessments.
- Act as a key contact for internal stakeholders, auditors, and regulatory bodies regarding model-related topics.
- Improve credit risk modeling processes and oversee model implementation.
- Collaborate with global teams on model adjustments and regulatory compliance.
Your Profile
- A master's or Ph.D. in a quantitative field (Mathematics, Economics, Computer Science, Physics, or similar).
- Strong knowledge of IRB models, wholesale.
- Proven experience in developing credit risk models.
- Proficiency in Python, SQL, and SAS, with a strong motivation to enhance these skills.
- Exceptional analytical thinking and problem-solving abilities.
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