Credit Risk Modeller – Retail Portfolios

Contract
Luxembourg
Posted 3 weeks ago

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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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Job Features

Job CategoryBanking
Base Salary€ Excellent
Job Expiry2019-12-31

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