Senior Credit Risk Modeller
5.0
Töötajate arv: 100–250
Põhitegevusala: Krediidiasutused
Palk täpsustamata
Responsibilities
Developing and maintaining IFRS 9 Expected Credit Loss models, including staging, segmentation, and macroeconomic overlays, while monitoring model performance and implementing enhancements. Contributing to IFRS 9 methodology documentation, managing month-end closing and financial reporting, and collaborating with risk, data, and engineering teams on credit risk modelling projects.
Requirements
- Credit risk modelling
- IFRS 9 ECL
- Statistical modelling
- Statistical methods
- SQL
- R
- Python
- Excel
- Regulatory framework
- English communication
Employer offers
- Sports compensation
- Health insurance
- Extra vacation days
- Paid sabbatical
- Hybrid work
- Team events