Credit Risk - Quant Developer
What you can expect:
- Development, calibration, and documentation of several state-of-the-art models in the area of customer credit risk assessment (rating models), IFRS9 impairments, and loan pricing
- Working embedded in a strong scrum team covering a range of skills from risk management, data understanding, financial modeling and econometrics to software development
- Usage of open source languages such as R and Python to implement models and algorithms in productive applications
- Training and consulting of model end-users
- Communication with different stakeholders such as model end-users, banking supervisors and auditors, business, IT, and senior management about methods and results
- Maintenance state of the art knowledge on relevant topics, such as the regulatory frameworks, modeling, machine learning, coding
What you bring to the table:
- University degree in mathematics, informatics, statistics, econometrics, or business/economics with a strong quantitative focus (Master, Ph.D.)
- Work experience in quantitative finance, ideally with a credit/market risk or IT focus highly appreciated
- Excellent programming skills in Sql, R, or Python and readiness to learn more
- Ability to communicate complex matters in an understandable manner