Consultant/Manager/Senior Manager IRB Credit Risk Modelling

Posted 4 days 11 hours ago by Selby Jennings

Permanent
Not Specified
Other
Wien, Austria
Job Description

Role: Consultant/Manager/Senior Manager IRB Credit Risk Modelling

Location: Flexible

Join our client's dynamic team with a global footprint; they specialize in risk management and finance. As a boutique consultancy firm, they break down silos, delivering innovative solutions based on deep expertise.

Key Responsibilities:

  • Develop and validate IRB credit risk models
  • Dive into operational tasks related to IRB models, showcasing your deep expertise.
  • Stay abreast of regulatory requirements, especially those tied to the IRB approach (e.g. IFRS 9).
  • Utilize your quantitative background and analytical prowess to drive impactful results.
  • Master relevant applications and coding languages (e.g. Excel, Python, SQL)

Key Requirements:

  • Minimum 5 years of experience in credit risk model development and/or validation, including at least one year in consultancy.
  • Deep expertise in operational tasks related to IRB models, coupled with knowledge of current regulatory requirements.
  • Fluent in English and preferably in either German or Spanish
  • Passionate about driving innovation and sustainability.
  • Excited to be part of a people-driven, collaborative environment.

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