(Senior) Data Scientist (Credit Data Science) (M/F)

Your next challenge:

  • Developing and maintaining the
    models related to the credit risk quantification, related assumptions and
    credit parameter forecasts in the context of IFRS9 Expected Credit Loss
    (ECL) computation.
  • Performing the credit risk
    stress testing for the ICAAP and in the context of the EU-wide Stress
    Testing (EBA).
  • Performing the macroeconomic
    overview for the stress testing of the Bank.
  • Ensuring that the models are
    developed, maintained and regularly tested in line with the Company
  • Ensuring that all aspects of
    the models are maintained in a professional way and documented.
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