We are looking for a Quantitative Credit Risk Modeller to work on model development.
What you'll be doing
Developing and calibrating models.
Respnsible for development and maintenance of models for measuring and managing Credit and Trading risk in the Wholesale Bank.
You will also play a crucial part in challenging and improve current credit risk models.
Knowledge of IFRS9 and Basel models beneficial
Master's / PhD covering topics such as stochastic calculus / econometrics / Mathematics / statistics / financial engineering
Programming (Python, C++, R, SAS)
Fluent in English
Please apply with a CV or get in touch directly to find out more about this position.