What You'll be doing:
- Validate IRB credit risk models (PD, LGD) including data used in the models, to ensure compliance with regulatory requirements.
- Prototype challenger models to strengthen independent validation outcomes when appropriate.
- Develop model governance processes including model risk management and model validation.
- Develop and maintain documentation of the IRB model validation processes.
- Prepare validation reports to stakeholders, track and provide oversight of remediation activities of validation findings.
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.
- Experience in credit risk modelling.
- Experience with SQL, R, Python.
- Ability to present opinion in clear and concise way, and making sound recommendations.
- Ability to work independently, strong attention to detail 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 Head of HR and Office, Estonia.
Sounds interesting?
Sounds interesting?
Apply now!
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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