Senior IRB Model Expert
€100,000–150,000
What you'll do
- You'll create and refine credit risk models for Basel and IRB regulatory purposes, ensuring they meet evolving standards.
- Working with a strong team of academia and industry experts, you'll collaborate on high-level projects that push the boundaries of conventional risk modelling. This will expand your network and expose you to some of the best minds in the field.
What you'll need
- A background in hard sciences such as Mathematics, Physics, or Statistics, giving you a strong analytical foundation
- 8+ years of experience in IRB modelling, so you’re familiar with regulatory frameworks and risk assessment techniques
- Proficiency in programming languages like Python or R
About the company
This is a boutique consulting firm specialised in quantitative finance. The team is made up of top academia and industry professionals, providing a high-level environment where you can learn and contribute equally. With ongoing expansion, particularly in credit risk , you’ll be part of a growing expert network without the red tape of larger firms.
You can also connect with Igor Sceglov on LinkedIn to ask for any more details.