Credit Risk Modeller – Retail Portfolios
Our client, a leading Retail Bank in Luxembourg, is seeking an experienced Retail Credit Risk Modeller for a 6 month project. Must have a minimum of 10+ years’ relevant experience.
- 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
Excellent daily rates paid.
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|Base Salary||€ Excellent|