The Model Development department is responsible for developing risk models. We cooperate with global and local offices to develop all credit risk, operational risk, IRRBB, trading, and economic capital models.
In our daily activities, we follow the Agile approach and mindset; we use Scrum. Our employees broad autonomy stimulates motivation and creativity, which allows us to adapt to the changing requirements of business partners.
responsibilities :
As part of the team, you will develop and maintain IFRS9/AIRB models for bank portfolios,
You will interact with stakeholders from different locations, departments, and all seniority levels.
requirements-expected :
You have some experience with IFRS9/IRB models’ development/maintenance/validation,
You have experience with databases, data preparation, and data quality control,
You have sound knowledge of statistical inference and econometric methods,
You have an academic degree in the quantitative field,
You code in SAS/Python,
You have an independent, creative, and proactive mindset,
