Not specified; not specified; benefits include pen...
Hybrid
Master or phd in quantitative discipline
Modeling of pd, lgd, ccf parameters
Advanced sas and python programming skills
The Risk Methodology team is responsible for developing and managing the bank's risk valuation methodologies to support resource allocation and credit decisions
Job Summary
The Risk Methodology team is responsible for developing and managing the bank's risk valuation methodologies to support resource allocation and credit decisions.
Candidates will calibrate Loss-Given-Default and Credit Conversion Factor parameters across all credit portfolios while ensuring compliance with EBA and Basel III/IV requirements.
The role offers a supportive environment with flexible working options, mental health resources, and opportunities for professional growth within a diverse team.
Matching Summary
The Risk Methodology team is responsible for developing and managing the bank's risk valuation methodologies to support resource allocation and credit decisions.
Salary
Not specified; Not specified; Benefits include pension plans, banking services, and flexible working
Skills & Requirements
Must-have
Master or PhD in quantitative discipline
Modeling of PD, LGD, CCF parameters
Advanced SAS and Python programming skills
Experience processing large datasets
Knowledge of EBA and Basel regulations
Nice-to-have
Open communication culture
Flexible working arrangements
Strong analytical problem-solving
Ability to work under tight deadlines
Key Requirements
University degree (Master/PhD) in quantitative field
Practical experience in credit risk parameter modeling
Proficiency in statistical software packages like SAS and Python