Job Summary

• You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
• Your key responsibilities include analyzing and implementing regulatory and internal calculations and reporting, building prototypes for capital planning, and using credit risk parameter model outputs to build Counterparty Credit Risk Calculations.
• As part of our flexible scheme, here are just some of the benefits that you’ll enjoy Best in class leave policy, Gender neutral parental leaves, and 100% reimbursement under childcare assistance benefit.

Matching Summary

Skills & Requirements

Key Requirements

• Strong quantitative and analytical skills
• Strong computing and programming skills
• Experience with C++ or Python
• Understanding of banking businesses and products
• In-depth knowledge of European banking regulations
• Knowledge of financial products/derivatives
• Experience with data models

Work Rights