Not specified; not specified; comprehensive hospit...
Masters or phd in quantitative discipline
Experience with sas and python programming
Knowledge of eu capital requirements regulations
The role involves developing and maintaining Probability of Default, Loss Given Default, and Exposure at Default models specifically for Commercial Real Estate portfolios
Job Summary
The role involves developing and maintaining Probability of Default, Loss Given Default, and Exposure at Default models specifically for Commercial Real Estate portfolios.
Candidates will serve as the central point of contact for model lifecycle management and present findings directly to regulators and internal review functions.
The position offers comprehensive benefits including gender-neutral parental leaves, 100% childcare reimbursement, and sponsorship for industry-relevant certifications.
Matching Summary
The role involves developing and maintaining Probability of Default, Loss Given Default, and Exposure at Default models specifically for Commercial Real Estate portfolios.
Salary
Not specified; Not specified; Comprehensive Hospitalization Insurance, Accident and Term life Insurance, Childcare assistance benefit
Skills & Requirements
Must-have
Masters or PhD in quantitative discipline
Experience with SAS and Python programming
Knowledge of EU Capital Requirements Regulations
Nice-to-have
Strong communication skills for regulator presentation
Ability to work independently across locations
Continuous learning culture participation
Key Requirements
Masters or PhD level education required
Multi-year experience in internal credit risk modelling
Proficiency in Statistical Analysis System (SAS) and Python