Hybrid Analytics Consultant

Posted 1 hour ago

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About the role

  • 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.

Job title

Analytics Consultant

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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