Quantitative Credit Risk Modeler

We are seeking a skilled Quantitative Analyst to develop and enhance credit risk models in line with regulatory requirements.

Key Responsibilities :

• Develop, validate, and enhance credit risk models (PD, LGD, EAD) aligned with Basel III and CRR / CRR2.
• Lead model implementation and documentation for regulatory capital optimisation.
• Work closely with clients to understand regulatory expectations and support internal audit processes.
• Provide advisory on model risk management frameworks.

Requirements :

Benefits :

This is an opportunity to work on high-impact projects with top-tier financial institutions across Europe. We offer a dynamic working environment with opportunities for professional growth and development.

What We Offer :

We provide a competitive remuneration package, including benefits such as flexible working hours, remote work options, and a comprehensive training program. Additionally, we offer a collaborative and inclusive work culture that values diversity and promotes work-life balance.

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