Senior Credit Risk Modeler
Senior Credit Risk Modeler
Posted on :
11-04-2025
Employer Active
1 Vacancy
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Job Description
Job Description & Summary
A career within Risk Assurance team will provide you with the opportunity to be responsible with statistics/ econometrics and the intellectual challenges that come with them. The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects mainly for banks and other financial institutions.What will you be doing:
- Work closely with subject matter professionals as part of advisory engagements related primarily to credit risk
- Perform quantitative tasks (model development validation research) particularly in credit risk modelling involving scorecards PD/ LGD/ EAD modelling stress testing economic capital models etc.
- Create model documentation describing business use conceptual approach mathematical logic and implementation and testing approach for the model developed
- Develop other quantitative and statistical models based on the clients business and regulatory requirements
- Build and maintain strong working relationships internally and with client personnel.
What we need from you
- BSc or MSc in Mathematics Statistics Computer Science Financial Engineering Econometrics Economics or another quantitative discipline
- Minimum of 3 years experience
- Experience with IFRS 9 BASEL SAS R SQL ExcelVBA or R Studio
- Ability to understand client challenges and propose valueadded solutions.
- Data science and Programing experience
- Ability to understand client challenges and propose valueadded solutions
- Strong English and Romanian language skills
What we offer
- Professional development trainings and career growth opportunities
- International mobility and shortterm projects abroad
- A professional and teamoriented work environment
- Uptodate technologies and methodology
- Competitive salary and attractive package benefits
Required Experience:
Senior IC
Employment Type
Full-Time
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