Experteer Overview In this role you lead the development and upkeep of IRB-aligned credit risk models for Low Default Portfolios, across asset classes. You will partner with risk, validation and technology teams to ensure governance and regulatory compliance. You drive model design, estimation, monitoring and data integration with a focus on impact for capital and provisioning decisions. You contribute to the team’s growth and apply advanced analytics to risk challenges. This is a chance to shape risk intelligence and scalable AI-enabled processes within a global bank.Compensaciones / Beneficios - Lead development and maintenance of PD, LGD and CCF models for LDP across asset classes - Design methodologies for estimation, calibration, and monitoring with regulatory compliance - Perform advanced data analysis, feature engineering and segmentation to boost performance and interpretability - Coordinate integration of new internal and external data sources into modelling frameworks - Serve as technical reference for model governance, documentation, reviews, and remediation - Support interactions with validation, audit and supervisory authorities, providing quantitative explanations - Collaborate with technology teams to ensure robust production deployment of models - Provide technical guidance and mentoring to junior team membersResponsabilidades - u003e5 years in quantitative or analytical roles, preferably credit risk modelling or risk management in financial institutions - Strong experience in Low Default Portfolio modelling - Solid knowledge of IRB regulatory frameworks and credit risk modelling requirements - Proven experience delivering end-to-end modelling projects from data analysis to implementation - Advanced proficiency in Python (or similar tools) for statistical modelling and data processing - Ability to translate complex quantitative results into insights for business and senior stakeholders - Experience in multidisciplinary environments coordinating with business, IT and risk teams - Experience in database data quality (DQ);
knowledge of new default definition is a plus - Fluent in EnglishRequisitos principales -