Credit Risk Model Expert (IFRS9)

We are looking for a credit risk modeler. Your main focus will be on model (re)design and development of AIRB models for several retail mortgage portfolios. This includes model design, documentation and prototyping the design (in R) for model testing purposes and a smooth handover for implementation.

• You are responsible for the plan and execution of the model design for all Credit Risk Models and in particular AIRB and IFRS 9 models
• You are responsible for a smooth hand-over to the model users via a proper prototype and knowledge sharing sessions
• You will plan and execute the sequential implementation of AIRB and IFRS9 models for our balance sheet transactions (e.g. the acquisition of a.s.r. bank)