Model Developer Ii

Investmentbankinginternships

Irb credit risk models
Model documentation
Sql, sas, or similar
Develop, redevelop, and recalibrate IRB credit risk models (PD, LGD, EAD)

Job Summary

  • Develop, redevelop, and recalibrate IRB credit risk models (PD, LGD, EAD).
  • Prepare and maintain high-quality model documentation for internal governance, validation, and regulatory review.
  • A technically strong role in a core IRB regulatory modelling function with exposure to senior risk stakeholders and regulatory interactions.

Matching Summary

Develop, redevelop, and recalibrate IRB credit risk models (PD, LGD, EAD).

Skills & Requirements

Must-have

  • IRB credit risk models
  • model documentation
  • SQL, SAS, or similar
  • large, complex datasets
  • credit risk modelling experience

Nice-to-have

  • model validation experience
  • regulatory on-site inspections
  • multi-portfolio IRB environments
  • methodological changes contribution

Key Requirements

  • Master’s degree or PhD
  • Experience in credit risk modelling
  • Hands-on experience with IRB models
  • Understanding of IRB regulatory frameworks
  • Familiarity with EBA / ECB guidelines

Work Rights

Not specified

Tailored Resume

Cover Letter