Senior Credit Risk Modeller
Hybrid
Core
Develop, test, and maintain credit risk models according to banking regulations and provide model insights to senior management.
Role type
Senior Credit Risk Modeller
Builds
Credit risk models for risk management and business steering
Domain
Banking / Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Python, SQL, Git, statistical methods, machine learning methods, large dataset handling
Preferred skills
Experience in IRB compliant banks under ECB supervision
Technologies
Python, Git, SQL
Responsibilities
Develop and maintain credit risk models, support units in model implementation, communicate methodological choices to stakeholders, provide ad hoc analysis and reporting
Seniority
Senior, hands-on IC
