Not specified; not specified; comprehensive hospit...
Masters or phd in quantitative discipline
Proficiency in sas and python
Experience with lgd and ccf modeling
The role involves developing and maintaining Probability of Default (PD), Loss-Given-Default (LGD), and Credit Conversion Factor (CCF) models for the bank's credit portfolios
Job Summary
The role involves developing and maintaining Probability of Default (PD), Loss-Given-Default (LGD), and Credit Conversion Factor (CCF) models for the bank's credit portfolios.
Candidates will be responsible for presenting models to regulators and resolving internal findings related to credit risk methodology.
The company offers a comprehensive benefits package including gender-neutral parental leaves, childcare assistance reimbursement, and sponsorship for industry certifications.
Matching Summary
The role involves developing and maintaining Probability of Default (PD), Loss-Given-Default (LGD), and Credit Conversion Factor (CCF) models for the bank's credit portfolios.
Salary
Not specified; Not specified; Comprehensive Hospitalization Insurance, Accident and Term life Insurance, Childcare assistance reimbursement
Skills & Requirements
Must-have
Masters or PhD in quantitative discipline
Proficiency in SAS and Python
Experience with LGD and CCF modeling
Knowledge of EU Capital Requirements Regulations
Strong statistical analysis skills
Nice-to-have
Cross-functional stakeholder management
Regulatory audit experience
Flexible work environment culture
Continuous learning mindset
Key Requirements
Masters or PhD in Mathematical Finance, Statistics, or Econometrics
Multi-year experience in internal credit risk modeling
Proven ability to handle complex datasets and statistical techniques