OVERVIEW

Our client, a leading Retail Bank with a presence in Luxembourg, is seeking an experienced Retail Credit Risk Modeller for a 6 month project. Must have a minimum of 8+ years’ relevant experience. The contract will involve:-

• Responsible for the build and maintenance of the bank’s credit risk models, including IRB , provisioning and stress models.
• Develop credit risk models meeting agreed business and regulatory requirements including associated data analysis and documentation.
• Monitor performance of the implemented model inventory
• Present & discuss the outcomes of model build and monitoring with stakeholders
• Work collaboratively with other model teams across the Bank to achieve best practice
• Proactively encourage a culture of best model practice throughout the institution

YOU

The successful Credit Risk Modeller will possess the following:-

• At least 8 years in credit risk modelling of retail portfolios in banking environment
• Experience with scorecards, IFRS9 provisions, stress tests, PD, LGD and EAD models
• Minimum of Masters Degree degree from a top university
• Excellent knowledge of SAS as well as SQL and Python
• Knowledge of Retail and SME banking products
• Analytical and independent thinker with strong written and verbal communication skills

Excellent daily rates paid.

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