Economics or mathematics background;
At least 2-3 years experience in development, implementation or monitoring of models. Either:
credit risk development of financial models;

Rating analysis;
Client level scorecards, behaviour analysis;
Monitoring reports for rating models;
Migration matrix transition reports, Markov based analysis;
Parameters calculation (PD, LGD, conversion factors);
Knowledge of regulations related to the requirements for calculation of parameters;
Knowledge of statistics and financial mathematics;
Very good abilities in using Office package and other applications for data processing (Python, Anaconda);
Fluent in English.
Analysis, implementation and review of risk models and of automatic decision tools;
Parameters evaluation and calibration, performance of periodic back testing of parameters;
Definition and implementation of the necessary models (including with group support);
Periodic calibration of risk parameters (PDs, LGDs, etc);
Developing models complying with the criteria set out in the methodological rules for risk models of the Bank.