📢 Join our team as a LGD Model Developer! 📢 Together with your team you will be doing 👇 Development... and maintenance of AIRB/IFRS9 LGD and CCF models for multiple portfolios Group-wide methodological responsibility for quantitative...
basis of model development (multivariate statistical methods, stochastic processes, etc.) Minimum 3 years of professional... (incl. tight monitoring of model performance). We are model owner and 1st line of defense for model risk. Implementation...