Expert inom kreditriskmodeller - Quantitative Intelligence | Stockholm
Core
Lead engagements for banks and financial firms on the development, validation, and governance of credit risk models.
Role type
Senior IC quantitative risk specialist (credit risk modeling)
Builds
Credit risk models (PD, LGD, EAD/CCF) for banking clients
Domain
Financial services / Regulatory risk modeling
Deliverable
production ML models
Required skills
Credit risk modeling (PD, LGD, EAD/CCF), IRB framework expertise, EBA guidelines knowledge, statistical analysis, programming
Preferred skills
AI agents, machine learning, regulatory audit, business development
Technologies
Statistical analysis tools, programming languages
Responsibilities
Lead engagements for model development and validation, Apply expert knowledge in PD/LGD/EAD/CCF, Communicate methods and recommendations to senior stakeholders, Develop colleagues and build long-term client relationships, Evolve EY's quantitative risk offerings including AI opportunities
