We are looking for someone who can manage his own agenda and can deliver high quality results on time. You need excellent programming skills and eager to master the field of credit risk modelling. This role will also provide you the opportunity to learn from the risk managers and modellers within the team.
Tasks & Responsibilities
- Supporting role in development of PD, LGD and EAD models for Credit Risk.
- Responsible for annual backtesting of the model performance and interactions with Model Validation and our Auditor.
- Ad hoc requests from within Bank to support automation and model design for other departments Support in the development of the automated risk model development framework
- Maintenance of existing models
- Writing release notes for new model versions
- Testing/validating scripts of colleagues