Credit Risk Modeller – Retail Portfolios

Contract
Luxembourg
Posted 2 weeks ago

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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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Job Features

Job CategoryBanking
Base Salary€ Excellent
Job Expiry2020-02-28

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