Senior Credit Risk Modeller - SME Digital Bank
Stand-alone Sr. Modeller that can help set up the modelling department
Dynamic international surrounding
About Our Client
An international bank.
We're looking for a Senior Credit Risk Modeller with an experience in developing scorecards, pricing models, portfolio monitoring models / early-warning systems as well as stress testing and PD/LGD IFRS9 models for micro and small enterprises. You will be ultimately responsible for building and managing (non-regulatory and regulatory) models for the full credit lifecycle for SME lending with an accent on portfolio monitoring, provisioning and stress testing as well as assessment of effectiveness of credit acceptance models developed by the first line of defense.
- You willl be able to build the product almost from scratch the way you want it
- You will be part of a small team with a wide scope of responsibilities and ability to influence the business development from day-1
- You will learn state of the art technologies and lending processes; we are not afraid to make mistakes but we use data and logic to backup decisions and improve understanding.
- We understand well what digital means, how to build products and how important it is to support talent providing autonomy and decision-making power.
The Successful Applicant
- An academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field
- A minimum of 10 years related work experience with scorecards and credit risk models (PD/LGD/EAD/IFRS9/Stress Tests) out of which at least 2 years working with models for SMEs.
- Proficiency in developing Python and SQL.
- A strong work ethic with great attention to detail.
- A team player with an ability to work independently while contributing to the success of our team at the same time.
- Strong English language skills (mandatory)
What's on Offer
- A competitive remuneration package.