In this role you will play a key role in the implementation of Basel IV. As a credit risk modeller you will work closely with various stakeholders to develop credit risk models from concept and prototype to go-live in production.
You will develop and test credit risk models
Ensure model compliance with Basel IV regulation.
Work closely with colleagues and stakeholders of all nationalities to solve highly complex challenges and establish workable models that the bank can put into practice.
Cooperate with a variety of stakeholders including IT, Risk Management, Finance and external regulators (like DNB and ECB) and more.
A master's degree in a relevant quantitative field (econometrics, mathematics, physics, AI or similar).
2-4 years of relevant experience, preferably related to credit risk management and regulation including methodologies as A-IRB or IRFS9.
A passion for using/developing models to solve complex problems.
Strong programming skills: Python
Experience with programming is a plus: Matlab, SQL or GIT.
Minimum of 3 years of experience in – and affinity for – working with data.