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Job Description
Structured overview of role & requirementsAbout This Role
Design and develop financial algorithms for regulatory risk measures related to credit risk capital requirements.
Translate new and amended capital regulations into strategic, transparent calculation models and facilitate technical implementation with technology teams.
Conduct sophisticated data analysis and regulatory quantitative impact studies to support capital planning and reporting.
Run algorithmic projects in Agile, coordinate with Finance and Governance teams for continuous enhancements to regulatory frameworks.
Minimum Requirements
Master's degree in natural sciences, math, computer science, engineering, finance, or economics.
At least 5 years of work experience, ideally in banking with exposure to credit risk and regulatory concepts.
Practical programming experience in SAS, R, SQL, or Python and working with large datasets.
Familiarity with Basel 4 / CRR3 and reporting frameworks FINREP, COREP, Pillar 3, and US/European local regulations is beneficial but not mandatory.
Ideal Candidate Profile
Professional with strong quantitative and algorithmic design skills focused on credit risk regulatory requirements.
Comfortable working autonomously and collaboratively in cross-functional teams including technology, finance, and risk functions.
Engineer mindset with curiosity and ability to innovate processes, and capable of leveraging AI tools responsibly to enhance productivity and solve business problems.