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.
• Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders.
• 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 100% reimbursement under childcare assistance benefit (gender neutral).

Matching Summary

Skills & Requirements

Key Requirements

• Strong quantitative and analytical skills
• Strong computing and programming skills (C++ or Python)
• Understanding of banking businesses and products or accounting rules
• In-depth knowledge of European banking regulations and accounting standards
• Strong understanding of capital requirements for credit risk parameter models
• Knowledge of financial products/derivatives
• Experience with data models and designing new calculation processes
• Excellent written and verbal communication skills in English

Work Rights