Credit risk model developer/validator

Advance your career as Credit risk model developer/validator

If you want to understand:

  • How a bank differentiate a good client from a bad one
  • What models are used in approval process and how those are made
  • How a bank calculates the right amount of reserves
  • How current economic circumstances affect bank’s appetite through macro modelling
  • How logistic regression and other statistics are used in the banking world

Apply and we will be happy to teach you how to transform your book knowledge into something tangible.

What you will be doing:

  • Responsible for the development/validation, documentation and implementation of Credit Risk models (Scorecards, PD, LGD, CCF, Stress test, Macro models
  • Data preparation, data analysis, coding related activity thought model development process
  • Working closely with IT colleagues and colleagues from portfolio management department
  • Working with internal or external audit and regulatory bodies,
  • Development/validation of models for provisioning calculation and maintaining of environment for calculation
  • Regular monthly tasks to improve or change the models, implementation or data preparation for models

What you bring:

  • Mathematics/Statistics or similar
  • Active knowledge of English in speech and writing
  • Good knowledge of databases
  • Programming experience, particularly in statistical language such as: SAS, Python, R, etc.