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Office attendance: 1-2 days per month in the office
Recruitment process: online
About your future employer:
Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Credit Risk Modeling Lead to join our Clients growing Credit Risk Modeling team.
Credit Risk Modeling Lead
Responsibilities:
- Develop and enhance AIRB or IFRS9 credit risk models.
- Validate and monitor models.
- Conduct impact analysis on Risk‑Weighted Assets (RWA) and Expected Credit Loss (ECL).
- Collaborate with internal Independent Model Review teams and ensure compliance.
Requirements:
- Minimum 3 years of credit risk modelling experience.
- Good exposure to credit model methodologies and data requirement for A-IRB or IFRS 9.
- Background in financial institutions or consulting/audit firms.
- A degree in Mathematics, Physics, Computer Science, or a related quantitative field.
- Strong analytical and quantitative skills, including understanding mathematical algorithms.
- Ability to think conceptually and apply knowledge proactively.
- Strong problem‑solving skills and ability to explain credit risk concepts clearly.
We offer:
- Opportunity for professional development in an international environment and for increasing your abilities and skills in various areas
- Great atmosphere and comfortable working conditions.
- Stable job and cooperation with friendly and high qualified team
- Hybrid model of work, flexible working hours
- Office located near city centre
- Modern working environment (agile spaces, private quiet rooms and breakout areas)
- Performance‑related bonuses
- Private medical cover for you and your family
- Multikafeteria systemLife insurance
- Unlimited access to learning platform
- Annual parties and other social events
Recruitment proces:
- Short interview with Antal Consultant
- Technical on‑line interview
- On‑line meeting with Hiring Manager
- Employment
Seniority level
Employment type
Job function
- Finance
- Banking and Financial Services
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