Senior Credit Risk Model Developer In Wb Cma

bankcarriere.nl

9,600 - 18 300 pln; bonus/equity: not specified; b...
Msc in quantitative field
Development of irb/ifrs9 models
Programming in python or sas
The role involves the development of global IRB models in Wholesale bank portfolios

Job Summary

  • The role involves the development of global IRB models in Wholesale bank portfolios.
  • You will collaborate with various teams during the model development life cycle.
  • The position requires attention to detail and the ability to communicate effectively.

Matching Summary

The role involves the development of global IRB models in Wholesale bank portfolios.

Salary

9600 - 18 300 PLN; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • MSc in quantitative field
  • Development of IRB/IFRS9 models
  • Programming in Python or SAS

Nice-to-have

  • Experience advising Senior Management
  • Knowledge of AIRB regulations
  • Familiarity with version control systems

Key Requirements

  • At least 3 years of experience
  • English level - C1
  • Sound knowledge of statistical inference

Work Rights

Not specified

Tailored Resume

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