Credit Risk Modeller

Job Description Work with large datasets for model development and data analysis. Develop Basel and IFRS 9 compliant PD (Probability of Default), EAD (Exposure at Default), and LGD (Loss Given Default) models; actively participate in data preparation, cleaning, segmentation, model building, testing, and calibration phases. Develop and monitor macro‑economic stress‑test models. Actively contribute to model documentation preparation. Monitor the performance of models in production. Maintain continuous communication with model users, evaluate feedback, and take corrective actions when necessary. Play an active role in credit‑risk stress‑test activities. Provide support for ISEDES projects. Keep up‑to‑date with developments, innovations, regulatory rules, and best practices in risk management (especially model development). General Requirements Preferably a graduate of Statistics, Econometrics, Economics or other quantitative science programs, preferably with a master’s degree. Proficient in MS Office applications (especially Excel) and capable of using programming languages such as Python and SQL, or statistical packages like SAS Enterprise Guide and SAS Miner. Competent and experienced in developing Basel and IFRS 9 compliant PD, EAD, LGD, and scoring models. At least three years of hands‑on experience in advanced analytical applications within statistics and econometric modeling. Good written and spoken English skills. Analytical thinking. Team‑oriented. Inclined to conduct research, data review, and source scanning. Open to self‑development.