Senior Credit Risk Model Developer
Responsibilities :
- Development and backtesting of IRB credit risk models, including data preparation.
- Validation and enhancement of market risk models in the banking and trading books.
- Continuous improvement and automation of processes for periodic model reviews.
- Collaboration with business units on model development to ensure user acceptance.
- Acting as a liaison for internal and external stakeholders, as well as audit firms, on detailed inquiries regarding risk models and methodologies.
Your Profile :
- University degree with a focus on quantitative disciplines, such as (financial) mathematics, physics, data science.
- Extensive experience in the comprehensive quantitative development of credit risk models, particularly in PD and LGD within the IRB context.
- Excellent programming skills in R and SQL, with knowledge of LaTeX and Git being advantageous.
- Fluency in English and German.
If you possess the qualifications outlined above and are intrigued by this opportunity, we encourage you to apply without delay.
Along with a competitive salary and benefits package, our client offers opportunities for career advancement within a dynamic and forward-thinking European bank.
We look forward to receiving your application.
Senior Credit Risk Model Developer
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