Job ad: (Senior) Officer - Credit Risk Model Developer

(Senior) Officer - Credit Risk Model Developer

You will develop, maintain and upgrade the internal credit risk models used for capital calculation, pricing, macroeconomic stress testing, economic capital and IFRS9 in order to keep the Bank at the forefront of market and regulatory developments in quantitative risk modelling and credit risk assessment.

Reporting to the Head of Unit, you will have contact with a range of colleagues, via workshops, emails, phone calls, one-to-one meetings:

• the model users (in other RM teams, and also in front office lending, transaction portfolio monitoring, Finance, and Financial Control) to support them, ensure correct use of the models and retrieve regular feedback on the model’s behaviour
• other modellers (e.g. in the Economics Department and at the EIF) that provide input to certain models owned by IM or develop similar models