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Job Description
Structured overview of role & requirementsAbout This Role
Design and implement credit risk-related calculations and reporting to support capital allocation and efficiency programs.
Build prototypes and conduct what-if analyses for capital planning and strategic redevelopment of calculation platforms.
Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations and incentive structure design.
Minimum Requirements
Strong quantitative and analytical skills with programming experience in C++ or Python in production-like environments.
In-depth knowledge of European banking regulations and accounting standards, including CRR, IFRS 9, and relevant reporting frameworks (COREP, FINREP, AnaCredit).
Understanding of capital requirements for credit risk and counterparty credit risk parameter models (PD, LGD, CCF).
Work Experience Required: Not explicitly mentioned in the JD.
Ideal Candidate Profile
Experience working at the intersection of risk analytics, finance, and regulatory capital requirements in banking or financial institutions.
Ability to manage and implement complex data models and new calculation processes related to credit risk and capital strategies.
Proven track record leveraging AI tools responsibly to enhance productivity and optimize workflows in financial analytics environments.