Credit Risk Modeller

2 semanas atrás

Porto, Portugal Emprego PT Tempo inteiro

Our client is an international company. They seek to find for Porto Area Credit Risk Modeller (M/F) 70% Remote.

Credit Risk Modeller main missions are

Modelling of admission and behaviour scorecards, modelling and estimation of Basel Risk parameters (PD, LGD),

Reporting of risk indicators such as default rates or loss rates,

Sharing studies and results in validation Committees,

Collaborating with a wide range of contacts from IT department, internal audit, Regulation Authorities, subsidiaries of the different countries, partners of the Bank;
Writing detailed reports such as technical and methodological documentations,

Supporting subsidiaries in terms of statistical expertise and knowledge of the risk databases.

Profile

Education level required master degree or equivalent in Statistics (ENSAI, ISUP, Engineer school or University)

Experience level required at least 3 years with a relevant experience in credit risk modelling

Talents

Analytical skills rigorous mindset, teamwork, communication abilities

High knowledge in SAS environment and familiar in database handling (language SQL)

English (level B2 minimum)

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