LGD Modelling Analyst

LGD Modelling Analyst

Tallinn, Estonia
Tartu, Estonia

What You'll be doing:

  • Develop LGD (Loss Given Default) models compliant to IRB (Internal Rating Based approach) regulatory requirements, monitor model performance.
  • Identify potential LGD risk drivers from internal and external data sources.
  • Document modelling process.
  • Support development of modelling methodology and policy.
  • Present models to stakeholders and decision-makers.

You'll be successful if You have:

  • Higher degree in economics, finance, mathematics or statistics.
  • Knowledge in IRB and underlying regulatory requirements is an advantage.
  • Coding experience in SQL and R.
  • Experience is statistical modelling (experience in credit risk modelling is an advantage).
  • Ability to work independently, strong attention to details and the ability to maintain accuracy in a fast-paced, dynamic environment.
  • Fluent English orally and in-writing.

You will be rewarded

  • Interesting work in a growing Estonian capital based international bank.
  • Competitive salary (reviewed yearly).
  • Excellent conditions for professional and personal development working in international banking environment. Trainings to support your personal development.
  • Possibilities to work remotely.
  • Monthly sports benefit + free participation at 2 national sport events.
  • Good people to collaborate with - check out #lifeatbigbank and #bigbankwow (www.instagram.com).

Contact

You have a dedicated contact person always ready to answer all your questions. Just write to Kristiina Pedanik, the HR Partner.

    Sounds interesting?

    Sounds interesting?

    Apply now!

    LGD Modelling Analyst
    Business
    • Tallinn, Estonia
    • Tartu, Estonia

    Please fill in this form or send an email with your CV to [email protected].

    We are looking forward to hearing from you.

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