Credit Risk Modeller
Your role & work environment
As Credit Risk Modeller, you develop statistical models as a basis on which to evaluate the various credit risk parameters at the bank. You will work in a dynamic environment at the forefront of new developments in the field of credit risk management.
Your key responsibilities
- You develop and monitor predictive risk models such as the regulatory models (PD, EAD, LGD), but also models supporting the credit decisions or the regularization activities.
- You show interest in the advanced modelling techniques such as machine learning or network analysis, and are willing to learn new applications.
- You collect the data required for the development and monitoring of statistical models
- You are responsible for the models that you develop, and for providing support to users (credit analysts, branches, etc.).
- You might have to align with other entities, or to answer to regulatory authorities.
- You are not only a specialist, but must also have an open mind and show an interest in domains beyond your own specialist field. You will, after all, have to be able to evaluate the impact of the models on the bank (in terms of risk calculations or risk processes, as well as the impact of the changing market circumstances on the outcome of the models.
We look for
A colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead. In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems.
As a Credit Risk Modeller you will also need:
- A university degree in mathematics or economics with a strong focus on statistics/maths
- Experience in modelling, data processing and/or credit risk
- Experience with SAS is an asset
- Fluency in English. Knowledge of the national languages is an asset.
- An analytical mind, geared towards problem solving and able of critical thinking.
- Good communication and team player skills.