Credit Risk Model Developer (multiple seniority levels)
Core
Develop, monitor, and validate regulatory credit risk models (AIRB/IFRS9) for retail, corporate, and SME portfolios within a leading international banking group.
Role type
Senior IC quantitative risk model developer (credit risk)
Builds
Production credit risk models and regulatory submissions
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Statistics, Econometrics, Data Science, Financial Engineering, SAS, Python, R, Large dataset handling, Regulatory frameworks (Basel AIRB, IFRS9)
Preferred skills
AIRB/IFRS9 model lifecycle experience, Banking portfolio knowledge, ECB/EBA regulatory familiarity, FRM/PRM/CFA certification
Technologies
SAS, Python, R
Responsibilities
Contribute to model design, coding, and testing; Lead monitoring of AIRB/IFRS9 models and development of model parameters; Lead development of complex credit risk models; Mentor junior staff and represent the team in regulatory discussions
Seniority
Specialist to Senior Expert (3+ years experience required)