Developing and monitoring credit risk models (PD, EAD, LGD)
Creating high quality reports that are read by e.g. senior management, CRO staff, model validation, audit and ECB; and
Participating in meetings with model validation, senior management, internal & external audit and the European Central Bank.
An academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field;
Programming experience in SAS or another similar programming language; and
Interests in applying your quantitative background in the financial services industry.
Experience in credit risk modelling is a plus, but not required depending on formation.