Credit Risk Model Developer Expert

We are looking for you, if you: Have MSc in mathematics, econometrics, statistics or a similar quantitative field, Have sound knowledge of statistical inference and econometric methods, Have extensive knowledge of IRB and IFRS 9 models, Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy. Have at least 5 years of experience with: development IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation a…