Risk Officer at Risk Department (Quantitative Risk Modelling) / Riska speciālists/-e | SEB, Riga

Tasks

• Analyze model deviations
• Challenge model assumptions
• Collaborate with IT stakeholders
• Collaborate with business stakeholders
• Collaborate with internal audit stakeholders
• Collaborate with validation stakeholders
• Coordinate with regulators
• Develop IRB credit risk models
• Enhance IRB credit risk models
• Implement IRB modelling methodology
• Improve credit risk data quality
• Maintain IRB credit risk models
• Monitor model performance
• Perform model backtesting
• Prepare materials for supervisory reviews
• Prepare risk reporting for governance forums
• Support IT implementation of models
• Support model monitoring tools
• Validate model performance

Perks/Benefits

• Career development
• Flexible work environment
• Health insurance
• Remote work option
• Training opportunities

Skills/Tech-stack

Backtesting | Credit Risk | Credit risk modeling | Data Analysis | Data Quality | EAD | IFRS 9 | IRB | IT Integration | LGD | Model Monitoring | Model Validation | PD | Pillar 2) | Python | R | Regulatory Compliance | Risk Modeling | Risk Reporting | SQL | Version control