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This new opportunity is with a very well regarded European bank who are currently seeking a PD Credit risk modeller as well as LGD/EAD modellers to join their growing credit risk functions. The roles are based in the city Vienna, Austria, which was recently named by the BBC as the most liveable city in the world... so if you are considering relocation this may certainly be something to consider. The group is growing due to new regulations which will be in action from 2021, so there is plenty of work to be done with great potential to excel and build out your own team as well as manage projects.
My client are looking for individuals who have roughly 3 -5 years experience with the 'hands on' development of credit risk models (PD/LGD/EAD). Due to the interaction this position will be having senior stakeholders and various clients the role does require GERMAN SPEAKING.
Working on credit risk model development and validation for models such as PD, LGD, EAD models
Working on retail portfolio models; exposure to receivables finance portfolio
Work with Credit Risk analytics/quant modelling teams
To develop into a more senior management position
Leading a range of projects and gradually building up a modelling team of analysts.
Direct reporting to the Head of Credit Risk Modelling
Engineering or post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes.
Strong credit risk analytics and model development and validation skills
Strong exposure to retail portfolios
Used computer/programming tools such as SAS, R, C++, SQL, and Matlab