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Job Description
Structured overview of role & requirementsAbout This Role
Design and develop financial algorithms for regulatory risk measures including credit risk weighted assets, leverage ratio, expected credit losses, and economic capital.
Translate new and amended capital regime regulations into sustainable calculations to support accurate impact analysis and reporting.
Manage algorithmic change projects in an Agile environment, collaborating with Finance, Technology, and other stakeholders to build and test solutions for 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.
Knowledge of Basel 4 / CRR3 and reporting frameworks FINREP, COREP, Pillar 3, and US and European local regulations is advantageous but not mandatory.
Ideal Candidate Profile
Experience working with credit risk and regulatory capital calculation frameworks within a banking or financial institution environment.
Ability to operate autonomously while collaborating effectively with cross-functional teams including Finance, Credit, Market Risk, Front Office, Audit, and Technology.
Strong analytical mindset with practical skills in algorithm design, data analysis, and leveraging AI tools responsibly to optimize workflows and solve business problems.