Model Developer in Integrated Risk Modelling team at DLL creating advanced banking risk models. Focus on stress testing, IFRS9 and climate risk with collaboration across data and IT.
Responsibilities
Develop and maintain models for stress testing, IFRS9, Pillar-II, and climate risk.
Implement models into production engines (ECL Engine, Stress Test Engine).
Analyze and interpret model outputs for provisions, RWA, and capital ratios.
Support monthly provision calculations and explain ECL numbers.
Contribute to ICAAP, EBA stress tests, and regulatory reporting.
Perform scenario analysis and forecast NPL and risk costs.
Collaborate with stakeholders across risk, finance, and IT for seamless integration.
Continuously improve models using advanced statistical and econometric techniques.
Document models and ensure compliance with governance and validation standards.
Provide insights to committees and senior management on risk and provisioning.
Requirements
Master’s degree in a quantitative field (Econometrics, Mathematics, Statistics, Finance).
3–6 years of experience in risk modelling or related domain.
Strong programming skills (Python, SQL; experience with model deployment is a plus).
Solid understanding of credit risk concepts and banking products.
Ability to interpret regulatory frameworks (IFRS9, ICAAP, EBA).
Strong analytical and problem-solving skills.
Excellent communication skills for technical and non-technical audiences.
Experience with data analysis and model performance assessment.
Working proficiency in English.
Ability to learn quickly and adapt to complex environments.
Proactive mindset with a drive for continuous improvement and innovation.
Benefits
Two working days per year volunteering for a local charity.
Health and Wellness program including healthy food, free health checks, fun health & vitality activities.
Flexible hours with possibility to work from home.
Career development opportunities: online learning, member development programs.
Managing Consultant in Forensic Accounting tackling complex challenges in disputes and investigations across Singapore and the Asia Pacific region. Work in a supportive environment with expert mentorship and diverse projects.
Onshore Consultant specializing in Life Sciences domain delivering high - quality analytical solutions by collaborating with clients and offshore teams. Engaging in requirement gathering and project management.
Graduate Cost Consultant assisting in cost management assignments and applying educational skills in project environments at Arcadis. Fostering collaboration to meet project milestones while developing professional abilities.
Manager role at nAIxt Consulting overseeing Data/IA projects with responsibility for deliverables and team performance. Engaging with clients and managing complex project portfolios from strategy to execution.
Consultant involved in AI adoption strategies for companies at nAIxt Consulting. Focusing on business value through AI integration and project management.
Early Years Consultant supporting primary schools and pre - schools in enhancing pupil achievement and improving outcomes. Focused on quality provision and strategic vision in East Sussex education.
Senior Data Consultant delivering data projects for clients globally at Syniti. Collaborating with functional consultants and customer resources to drive value through data management.
Consultant Data Integration managing data projects, ensuring smooth data transitions between systems. Engaging with clients and collaborating with internal teams in Germany.
Consultant at APP managing digital transformation projects and developing IT and business solutions. Collaborating with teams and leading consulting mandates in Switzerland.
Consultant leading project teams and defining IT requirements for digital transformation in Switzerland. Responsible for developing business solutions and ensuring sustainable implementation.