Credit Risk Model Developer Expert

Job title:

Company:

Grafton

Job description

Treść ofertyOur client, Global Bank, is currently seeking a new team member to join their team of experienced Quantitative Risk Model Developers. The successful candidate will specialise in developing and maintaining economic risk capital models for various portfolios, mainly credit risk.Main duties will include:

Maintain and improve existing risk capital models and provide expertise as a Subject Matter Expert
Lead the development and implementation of economic risk capital models
Monitor production processes, identify risk drivers, and develop analytics for loss explanations
Interact with stakeholders, including model sponsors and validators

Requirements:

3-5 years of relevant experience in finance / banking / economy
MSc or PhD required
Strong mathematical background in statistics and quantitative finance
Experience in risk management roles related to model development or validation
Proficient in Python
C++ will be additional asset

Benefits:

Exposure to industry-leading methodologies in risk monitoring and measurement
Competitive salary and benefits, including private medical care, life insurance, pension plan, and more
Hybrid working model (up to 2 days at home per week)
Access to learning resources and opportunities for professional development