10 дней назад
Model Developer (Credit Risk Regulatory Modelling)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Model Developer (Credit Risk Regulatory Modelling) (Basel/IFRS 9): Developing and maintaining credit risk models for regulatory capital and loan loss provisions with an accent on PD, LGD, EAD, quantitative analysis, and regulatory compliance. Focus on translating Basel and IFRS 9 requirements into modelling solutions, supporting model validation, and preparing analyses for auditors, regulators, and senior management.
Location: Brussels, Belgium — Bruxelles Avenue Marnix (ING)
Company
provides an international banking environment focused on risk modelling, regulatory compliance, and financial decision-making.
What you will do
- Develop, maintain, and monitor credit risk models, including PD, LGD, EAD, and IFRS 9 models.
- Support the calculation of regulatory credit capital under Basel regulations and loan loss provisions under IFRS 9.
- Perform quantitative analyses and translate regulatory requirements into modelling solutions.
- Support model implementation and validation throughout the model lifecycle.
- Prepare analyses and reports for senior management, Model Validation, Audit, and regulatory authorities.
- Collaborate with Risk, Finance, Business, auditors, Model Validation teams, and the European Central Bank.
Requirements
- Master’s degree or PhD in econometrics, mathematics, statistics, physics, economics, or another quantitative discipline.
- Experience in credit risk modelling, preferably within IRB and/or IFRS 9 frameworks.
- Experience with SAS or other statistical programming languages.
- Strong analytical, problem-solving, communication, and stakeholder management skills.
- Ability to work independently while maintaining a collaborative mindset.
- Professional proficiency in English and a proactive, critical, solution-oriented approach.
Culture & Benefits
- Challenging projects focused on risk management and regulation.
- Collaborative and international working environment.
- Opportunities for continuous professional and personal learning.
- Agile working approach that encourages innovation.
- Flexible working arrangements.
- Competitive salary package with additional benefits.
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