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.
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