We are looking for a Credit Risk Model Developer to shape the future of credit risk management in a leading international banking group.
Requirements
- +3 years of experience in quantitative risk modelling
- Academic or professional experience in statistics, econometrics, data science, or financial engineering
- Familiarity with regulatory frameworks such as Basel (AIRB) and IFRS9
- Comfortable with programming languages such as SAS, Python or R
- Ability to communicate clearly, document thoroughly and collaborate in agile squads
Benefits
- Hybrid work model (up to 75% remote)
- Supportive environment for growth and development
- Collaborative, international environment