This is an opportunity with unique working conditions, where you can get the best of both worlds: the security of an established banking group, as well as the dynamic and challenging start-up environment.

Your tasks:

The successful candidate has the possibility to work on different challenging projects and is responsible for the following deliverables:

Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
Management of projects and sub-projects
Continuous expansion of your professional network

Your profile:

Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
At least 3 years of relevant working experience in the financial services industry
Relevant experience in the estimation of IRB capital models
Experience with modern programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
Strong written and verbal communication skills in English and ability to assess technical information and present key findings
Desire to perform, natural curiosity and an ability to assimilate new skills quickly