Credit Risk Model Developer Jobs in Athens, Greece

With more than 20 years of proven experience, QUALCO is a leading Fintech solutions provider, offering a wide range of analytics-driven, highly scalable enterprise software solutions in over 35 countries worldwide. Our end-to-end technology solutions cover a wide range of needs for Banking, Financial Services, Utilities, Insurance, Retail organisations, and beyond.Qualco Group is looking for a Credit Risk Model Developer to strengthen the Predictive Analytics team.The Predictive Analytics Division is responsible for building, monitoring, and implementing regulatory and non-regulatory Credit Risk Models to support the retail and business activities of the Qualco Group. We develop credit risk models to predict risk estimates such as PD (Probability of Default), EAD (Exposure at Default), and LGD (Loss given Default); and operational models to support credit risk decisions. The management of risk costs within acceptable boundaries is another key activity of the division. Job description As a Credit Risk Model Developer, you will be tasked to make an analytical contribution towards managing and maintaining the quality of various credit portfolios with a short (few months) to medium term (few years) horizon. Your role will be to:Develop credit models using data sets provided.Perform all required tests of rating model performance (for example sensitivity and back-testing).Support regular model reviews and performance testing and/or re-develop as needed.Prepare comprehensive model documentation.Apply critical thinking in solving complex business problems with quantitative tools in a collaborative, fast-paced environment.Support preparation of responses for regulators and internal audit on all models built.Collaborate with IT system owners, to ensure adequate data/platform management.Collaborate with other Qualco business units and present relevant work to teams of internal and external participants.

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