Credit Risk Modeler

Credit Risk Modeler

Description

We are seeking for a Credit Risk Modeler to join our Group Credit Risk Capital Adequacy Control within Group Risk Management.

By joining this role, you’ll be part of the Retail Credit Risk Models & Analysis which is responsible for the development and maintenance of the retail credit risk models at a Group level.

As a Credit Risk Modeler, you will have the chance to work on a very interesting and demanding environment touching upon most of the Bank’s initiatives / projects, assessing the risk levels / mitigants by leveraging on advanced methodologies and tools.

Your key responsibilities will be:

• Develop and maintain the Credit Risk models (IFRS9 forecasting models, application scorecards, behavioral scorecards, climate risk etc.) based on internal standards and industry leading practices
• Participate in large scale projects related to the Risk Management Division such us IFRS 9, Stress Test, Internal Capital Adequacy Assessment (ICAAP) addressing modelling aspects
• Provide analysis and regular reporting to senior management committees and auditors
• Participate in the maintenance process of the Scoring/Rating engines including the drafting of specifications and implementing user acceptance tests
• Perform data preparation, exploration, and analysis as part of the model development needs including consistency checks as well as implementation of various reconciliation checks
• Liaise with key stakeholders in the model development cycle (i.e. IT, Organosis, Business Units and other Risk departments)

You will be a great candidate for us if you:

• Have up to 5 years of relevant professional experience in credit risk modelling.
• Hold a Bachelor and postgraduate degrees in quantitative field of study.
• Are proficient user of at least two of the following programming languages: SAS, R, Python, SQL.
• Have familiarity with Big Data technologies (i.e. Azure cloud environment, Databricks, PySpark etc.) and you are an active learner of Digital Accelerator modules (will be considered a strong asset).
• Are fluent in English language.
• Have strong interpersonal and communication skills, collaborative spirit, agility, and can-do attitude
• Excel our value-based behaviors with emphasis at learning & self-improving with every opportunity and bringing high impact results.

And you share the same Value Based Behaviors:

• Learn & self-improve with every opportunity
• Bring high impact results
• Build mutually beneficial relationships when interacts with clients or colleagues
• Bring people around to your idea, solution or direction
• Develop new solutions, minimise complexity
• Gain other people's trust

Benefits

• Competitive remuneration to the rest of the market
• Benefits for your health, your family, your plans and your future financial expectations
• Hybrid working environment.
• Ongoing learning offerings: Unlimited LinkedIn Learnings, international training methodologies and modern educational systems
• Opportunities for professional development and career guidance so you may develop every aspect of your professional life
• Experience next to successful executives
• Volunteering activities through our dedicated TeamUp program

Application deadline: 8/5/2024

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