Model Developer

- As a key business partner, the department is in close proximity to all of the Group's business lines. Joining us would mean integrated into a network of proven excellent at the very center of bank's activities, opening access to new and exciting development opportunities.

- Within RISQ department, Model and Data Science (MOD) team is responsible for development, calibration and monitoring of regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

- Hands on coding experience (as a full-stack developer / agile developer etc.)

- Preferable language is Python, C/C++.

- Experience on Model Development of Credit Risk Models like PD OR LGD OR EAD

- Experience in Wholesale Credit Risk Portfolio

- You must have knowledge of the following in Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD),

- Experience in IFRS9/CECL/ CCAR can also be considered

- You must have stress Testing/Scenarios Modelling), Model Development and/or Model Validation (core development experience), Statistical Modelling (preferably for Wholesale credit book).