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On-site · Full-time · Senior
On-site · Full-time · Entry
On-site · Full-time · Senior
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Develop and maintain credit risk models for the Credit Models team within the Financial Portfolio Risk Management & Control unit.
Responsible for development, maintenance and enhancement of credit risk models, i.e. internal credit risk rating approaches (PD, LGD), IFRS 9 Expected Credit Loss (ECL) models and credit loss stress testing models, covering the end-to-end credit models lifecycle.
Responsible for development, maintenance and enhancement of credit risk models, i.e. internal credit risk rating approaches (PD, LGD), IFRS 9 Expected Credit Loss (ECL) models and credit loss stress testing models, covering the end-to-end credit models lifecycle.
Responsible for development, maintenance and enhancement of credit risk models, i.e. internal credit risk rating approaches (PD, LGD), IFRS 9 Expected Credit Loss (ECL) models and credit loss stress testing models, covering the end-to-end credit models lifecycle.