Credit Risk Modeler

€65000 - €75000 per annum, Benefits: Bonus & Benefits
01 Sep 2022
01 Oct 2022
Rebeka Benzsay
Contract Type
Full Time

Credit Risk Modeler
Brussels, Belgium

A global and unique financial services company is looking to hire a Credit Risk Modeller to grow their team. This opportunity offers a great career development path and opportunity to collaborate with team members across 80 countries. The company offers an excellent compensating package and hybrid working pattern.

Optional locations are London, Kraków and Paris.

Your responsibilities as a Credit Risk Modeler:

  • Development, maintenance, and documentation of credit risk models like PD models used as part of F-IRB and Economic Capital models
  • Execute model runs to monitor and assess of credit risks, in addition to that analyse its output and report its results
  • Take part in different risk management processes as ICAAP and stress testing
  • Lead the model presentations and justification to internal validation

What they’re ideally looking for in you:

  • Experience in the financial sector
  • Coding experience in R or Python
  • Strong knowledge in model documentation writing and high-level business-oriented summaries
  • Excellent analytical, problem-solving and execution skills

What they can offer to you:

  • €65000-€75000 plus bonus / benefits
  • Hybrid working pattern
  • Help in relocation – relocation package