Quantitative Risk Analyst

What you’ll be doing: Develop, test and maintain realised loss data for LGD models. Develop tools for data extraction for model development and other analysis. Work with internal business unit users of IRB LGD models and help integrate Continuously work on improving methodological choices for the models and be able to clearly communicate its rationale and impact to internal and external stakeholders. Join an open and inspiring atmosphere, where you will cooperate closely with your colleagues across the bank. Give input to senior management and business based on data analysis and previous experience. Who you are: This is the right role for you if you enjoy learning and are excited about bringing your ideas to the table. Take the ownership of the task, but enjoying collaboration with others. Have good communication skills to manage stakeholder interaction efficiently across the value chain.

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