Our client, a global investment bank, is seeking a highly skilled and experienced model risk professional with a deep understanding of credit risk. The ideal candidate will possess a strong technical background, exceptional analytical capabilities, and a proven track record in managing and mitigating risks associated with credit models.
To be considered you must have the following:
*Expertise in credit risk models, including LGD, PD, and CCF, Must have hands-on experience in credit risk modeling and modular code development particularly within the European regulatory framework.
*Familiarity with IRB regulations and compliance requirements.
*Strong Python & C++ programming skil