Our client offers a unique working environment that combines the best of both worlds:
the stability and security of an established firm with over 25 years of market presence, alongside the innovation, flexibility, and agility of a start-up culture.
YOUR RESPONSOBILITIES:
* Design and development of
Probability of Default (PD)
,
Loss Given Default (LGD)
, and
Exposure at Default (EAD)
models in compliance with regulatory requirements (Basel).
* Application of advanced statistical and machine learning techniques for model estimation, calibration, and validation.
* Performing data extraction, cleansing, and analysis using tools such as
SAS, R, Python, or SQL
.
* Development of robust data pipelines for model development
* Presenting model methodologies, results, and recommendations to stakeholders in a clear and concise manner.
* Leading and managing end-to-end model development projects, ensuring timely delivery and high-quality outcomes.
YOUR PROFILE:
* Master's or PhD in a quantitative field such as
Mathematics, Statistics, Economics, Physics, or Computer Science
.
* Minimum of
3-5 years of experience
in developing IRB models or other credit risk models within the financial services industry.
* Proficiency in programming languages such as
Python, R, SAS, or SQL
.
* Strong written and verbal communication skills in
German
and ability to assess technical information and present key findings
* Desire to perform, natural curiosity and an ability to assimilate new skills quickly
WHY THIS ROLE?
* A collaborative and innovative work environment that fosters professional growth.
* The opportunity to work with leading financial institutions on high-impact projects.
* Competitive compensation and benefits tailored to attract top talent.
* Flexibility to work in a hybrid or remote setup.