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Risk Management Expert
10 hours ago
We are a cutting-edge tech-enabled bank offering innovative solutions to simplify access to financing and drive growth for small businesses. Our credit department plays a crucial role in maintaining high-quality data-driven models for expected credit losses.
About the RoleAs a Quantitative Credit Risk Analyst, you will work closely with our finance and data science teams to maintain and further develop our company's models for expected credit losses. You will also be involved in analytical tasks within the credit area, such as analyses supporting sales of non-performing credit portfolios.
We believe in using data in almost every decision aspect. Your input will help us maintain high-quality data and provide the correct material for measuring and monitoring credit risk and credit losses.
Your Key Responsibilities
- Maintain and develop our company's models for expected credit losses
- Analyze data to support sales of non-performing credit portfolios
- Collaborate with finance and data science teams to ensure accurate measurement, monitoring, and reporting of expected credit losses
- Develop and maintain high-quality data-driven models
Requirements
- Analytical and curious mindset with an eye for detail
- Good knowledge of SQL and Python or similar programming languages
- Comfortable presenting and delivering written reports
- Academic background in mathematics, engineering, or finance, with at least 1-2 years of experience in risk modeling or a similar quantitative field
- Previous experience of IFRS9 expected credit losses is highly beneficial
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