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My client is a leading European bank with a presence in Brussels. The Credit Risk Model Development Team is an energetic international team of highly qualified professionals. The team is responsible for the development and monitoring of all regulatory and non-regulatory credit and trading risk models for their private and business customers. These models are core to their success and are applied to determine the exposure measurement, capital adequacy and the management thereof.
They now seek a Credit Risk Quant or Credit Risk Modeller. With state-of-the-art modelling methods, tooling and data processing technologies, the position also offers excellent opportunities to broaden your model development skills in Financial Markets.
At least 3 years' experience as a Credit Risk Modeller
An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
Extensive knowledge of Basel and IFRS 9 models building PD. LGD and EAD models
Good knowledge of and experience in developing expert based or statistical Credit Risk models for either Retails or Wholesale Banking portfolios
Extensive experience in using data modelling software/ or coding (SAS, Python, R)
Additionally, you should have:
Strong analytical, problem-solving, communication and execution skills
An Independent, creative and pro-active mind-set
The ability to challenge the status quo
great team player skills
and of course, you should be fluent in English
If you are a Credit Risk Quant or Credit Risk Modeller looking for your next challenge with a great working environment and the opportunity to excel in a dynamic and agile environment, then we would be keen to hear from you.
Internal Number: 6993424
eFinancialCareers is a career site specializing in financial services.