Medior Model Developer
Core
Develop, maintain, and implement regulatory and non-regulatory credit risk models (scorecard/rating, IFRS 9 provisioning) to support risk management, capital management, and strategic decision-making.
Role type
Medior quantitative model developer (credit risk)
Builds
Production credit risk models and provisioning solutions for a sustainable mobility leasing company
Domain
Financial services / Credit risk / Regulatory compliance (IFRS 9, CRR, EBA)
Deliverable
Production ML models
Required skills
Credit risk modelling, IFRS 9 provisioning, scorecard/rating models, statistical and econometric modelling, model monitoring, data analytics, data quality management, technical documentation, project management
Preferred skills
Microsoft Azure data analytics, FRM Level I, CFA Level I
Technologies
Python, T-SQL, Microsoft Azure
Responsibilities
Translate regulatory and business requirements into modelling solutions; monitor model performance and investigate issues; maintain model governance records and support validation submissions; mentor junior colleagues and propose improvements to modelling standards
Seniority
Medior, hands-on IC with mentorship duties