(Senior) Quantitative Risk Analyst (Credit Risk)

Tasks

• Build data pipelines
• Develop credit risk models
• Document model development
• Enhance credit risk modelling framework
• Implement models in IT infrastructure
• Monitor model performance
• Perform data quality work
• Present analysis to stakeholders
• Review work of other modellers
• Run user acceptance tests
• Stay current with regulatory developments
• Support modelling strategy and priorities

Perks/Benefits

• English working language
• Hybrid working model
• Professional development opportunities

Skills/Tech-stack

Credit Risk | Data Quality | Data pipeline | IFRS 9 | IRB Modelling | Model Development | Python | SQL | Statistical Modelling | Stress Testing