Credit Risk Modeller
Posted on Feb 1, 2021 by Levy Associates Ltd
Credit Risk Modeller | Large financial enterprise | long-term opportunity
We are looking for a Credit Risk Modeller to work in an Agile/Scrum team responsible for the PG LGD, and EAD Models. This is a great opportunity where you can work for a global bank being part of an international team. The professionals in the Credit risk Modelling department have diverse international backgrounds and form a dynamic team.
The Risk Modelling team consists of small, flexible, multi-skilled groups. This flexible structure enables resources to switch between groups and work on different projects and risk model types.
The work you will be doing and the quality of these models has a big impact on important areas such as the bank's risk profile, and its profit and loss.
Quantitative academic education (MSc, preferably with a PhD) in a relevant field, like econometrics, mathematics, physics, statistics;
Experience working for financial enterprises/banks active at a European level and preferably with a link to the ECB (European Central Bank)
At least 3 years of work experience in quantitative analysis of which at least 3 years in risk modelling - IRB models (PD, LGD, EAD);
Able to generate new ideas and to effectively communicate these ideas;
Strong analytic skills;
Experienced in modern programming languages SAS or Python (nice to have: Matlab, R);
Able to work under high pressure;
Advanced interpersonal and communicative skills;
Well versed in English, both written and spoken.
Do you recognize yourself in the above description and are you the Credit Risk Modeller we are looking for? Please do not hesitate and apply!