A career within Risk Assurance team, will provide you with the opportunity to be responsible with statistics/ econometrics and the intellectual challenges that come with them
Job Summary
A career within Risk Assurance team, will provide you with the opportunity to be responsible with statistics/ econometrics and the intellectual challenges that come with them.
The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions.
Professional development, trainings and a fast career growth opportunity are offered along with international mobility and short-term projects abroad.
Matching Summary
A career within Risk Assurance team, will provide you with the opportunity to be responsible with statistics/ econometrics and the intellectual challenges that come with them.
Skills & Requirements
Must-have
Credit risk modelling techniques
Model development and validation
IFRS 9 methodologies and models
Data transformation and extraction
Programming in SAS, R, Python
Team coordination and coaching
Nice-to-have
Strong verbal and written communication
Client relationship management
Understanding regulatory requirements
Ability to propose value-added solutions
Experience with Retail/Wholesale PD/LGD/EAD models
Key Requirements
BSc or MSc in quantitative discipline
Minimum of 4 years’ experience
Experience in coordinating a team
Knowledge of credit risk governance and documentation