LGD Model Developer (m/f/d)

PL · 13 months ago

About the job

📢 Join our team as a LGD Model Developer! 📢 Together with your team you will be doing 👇 • Development and maintenance of AIRB/IFRS9 LGD and CCF models for multiple portfolios • Group-wide methodological responsibility for quantitative credit risk models • Forward-looking construction of a cross-functional methodology architecture • Ensuring compliance with regulatory/accounting standard requirements (Basel / IFRS9 etc.) and EBA GL • Programming of prototypes for impact and scenario analysis in different programming languages (R/Python, SQL) • Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation • Preparation of...