Model Developer Ii

224

Irb credit risk modelling
Sql and sas proficiency
Large complex dataset analysis
The role involves developing, recalibrating, and monitoring IRB credit risk models while ensuring compliance with regulatory standards

Job Summary

  • The role involves developing, recalibrating, and monitoring IRB credit risk models while ensuring compliance with regulatory standards.
  • The position offers exposure to senior risk stakeholders and regulatory interactions within a technically focused and international team environment.
  • Team members receive support for professional growth and contribute to continuous improvement of IRB modelling standards.

Matching Summary

The role involves developing, recalibrating, and monitoring IRB credit risk models while ensuring compliance with regulatory standards.

Skills & Requirements

Must-have

  • IRB credit risk modelling
  • SQL and SAS proficiency
  • Large complex dataset analysis
  • IRB regulatory framework knowledge
  • Statistical and quantitative skills

Nice-to-have

  • Model validation experience
  • Regulatory on-site inspection exposure
  • Multi-portfolio IRB environment experience
  • Methodological and policy change contribution

Key Requirements

  • Master’s degree or PhD in quantitative field
  • Experience in credit risk modelling in banking or regulatory environment
  • Familiarity with EBA / ECB guidelines

Work Rights

Not specified

Tailored Resume

Cover Letter