We are seeking experienced Senior Credit Risk Modeller to join our global team. The successful candidate will play a pivotal role in developing and maintaining our credit risk models, specifically focusing on IRB and IFRS 9 domains. This is a unique opportunity to collaborate with our global office and/or units across the globe, contribute to our credit risk framework and ensure compliance with international regulatory standard
responsibilities :
Develop, implement, and maintain robust credit risk models, particularly focusing on IRB and IFRS 9.
Perform extensive data analysis, cleaning and processing using SAS 9.4, SAS Viya, SQL and/or Python to support model development, maintenance and validation activities.
Prepare documentation, suggest improvements and develop/test automated solutions.
Work closely with the various stakeholders (data developers, business representatives, methodology experts, validators and regulators) to ensure quality and compliance with the groups risk management framework.
Monitor and report on the performance of credit risk models, ensuring they meet regulatory and internal standards.
Lead and mentor junior modellers, fostering a culture of sincere feedback and continuous development.
requirements-expected :
Degree in Mathematics, Statistics, Finance, Economics, or a related field.
Extensive experience (4+ years) in credit risk modelling, with a strong focus on IRB and IFRS 9.
Proficiency in SAS, SQL and other statistical software packages (Python nice to have).
Deep understanding of global regulatory requirements and standards in credit risk management.
Excellent analytical and problem-solving skills, with a keen attention to detail.
Strong communication and interpersonal skills, capable of working effectively with diverse teams and under time pressure.
Proven ability to lead projects and mentor junior team members.
offered :
We provide all necessary trainings and support to make your job start easier.
Annual bonus and increased tax-deductible cost and comprehensive benefits package.
Opportunities for professional development and career advancement within a global banking group.
A stable, collaborative and inclusive work environment that values innovation and excellence.
The chance to work on high-impact projects that shape the future of global finance.
Hybrid model of working (currently: 75% home office)
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
