As a Credit Risk Modeller, you will play a crucial role in developing, optimizing, and validating credit risk models. This is your opportunity to work on exciting projects, collaborate with top professionals, and advance your career in one of Europe's financial hubs.
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Key Responsibilities:
Develop, optimize, and validate Credit Risk Models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD).
Implement technical solutions using Python, SQL, and Excel (VBA).
Support credit risk reporting, including conducting stress tests.
Manage our SQL-based risk database and ensure data integrity.
Prepare and maintain business concepts, policies, and work instructions.
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Qualifications:
Minimum of 4 years of relevant experience in an audit/consulting firm or financial services.
Preferably, additional qualifications such as Financial Risk Manager (FRM) or Certificate in Quantitative Finance (CQF).
Advanced technical and programming skills, particularly in Python, SQL, and VBA.
