Credit Risk Model Developer (multiple seniority levels)
Core
Develop, monitor, and validate regulatory credit risk models (AIRB/IFRS9) for retail, corporate, and SME portfolios.
Role type
Senior IC quantitative risk model developer
Builds
Production credit risk models compliant with Basel and IFRS9
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
quantitative risk modelling, statistics, econometrics, data science, financial engineering, regulatory frameworks (Basel AIRB, IFRS9), programming (SAS, Python, R), large dataset handling
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; coordinate with validation and audit teams; mentor junior staff; engage with senior stakeholders
Seniority
Specialist to Senior Expert (3+ years experience required)
