Credit Risk Model Monitoring Senior Specialist

We are looking for you, if you:

• Have (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,
• Possess sound knowledge of IRB and IFRS9 models,
• Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS and/or Python/R, along with data modeling, preparation, and quality control,
• Can express ideas, facts, and opinions clearly and concisely in English (C1 level or higher),
• Are demonstrably skilled at identifying issues, analyzing key information, and making connections to find effective solutions,
• Consistently achieve results efficiently, with a strong emphasis on meeting targets and KPIs.

You’ll get extra points for:

• Aptitude in providing strategic insight and advice to senior management,
• Advanced statistical techniques knowledge,
• Risk modelling experience within IRB/IFRS9 domains,
• Professional certifications (e.g. FRM/CFA/PRM or CQF),
• Experience with source/version control tools (GIT, Azure etc.),
• Experience with databases, data preparation and data quality control.

Your responsibilities:

• Monitoring existing credit risk model 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.

Information about the squad:

• This squad comprises a diverse team of experts with data science, statistical, finance and coding skills. Monitoring is integral to ongoing model development, and our stakeholders want to know they are using state-of-the-art models. Our squad collaborates with model development and validation to ensure best-of-breed models are in use.