ITP Trainee in Risk Hub Model Development
Core
Researching and developing advanced credit risk models and innovative methods for estimating ESG/Climate risk levels.
Role type
Trainee quantitative risk modeler (credit & ESG/Climate)
Builds
Credit risk regulatory and non-regulatory models; ESG/Climate risk estimation methods
Domain
Banking / Financial Risk / Quantitative Finance
Deliverable
production ML models | dashboards & analysis
Required skills
statistical and econometric methods, probability theory, SAS/R/Python coding, database management, data preparation, data quality control
Preferred skills
Machine Learning methods, version control systems, Agile/Scrum familiarity, FRM/SCR certification
Technologies
SAS, R, Python
Responsibilities
researching modelling methods and data for credit, climate, and ESG risk; analyzing and selecting efficient modelling decisions; preparing code to estimate risk levels; documenting analyses and interpreting results; assisting in preparing learning sessions and conference materials
Seniority
Trainee, entry-level IC