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Credit Risk Model Developer

  • Job type: Permanent
  • Location: Luxembourg
  • Salary: €80000 - €100000 per annum
  • Job reference: 486573/001_1567605085
  • Sector: Selby Jennings, Risk Management
  • Date posted: 04/09/2019
A leading European credit card and loans provider is actively seeking a high-motivated credit risk model developer to join their credit risk management team in Luxembourg. You will take ownership of developing and validating credit risk processes, overseeing the successful implementation of internal models. This is an incredible opportunity to further your experience in an internationally recognised brand.

*Development and validation of scorecard models
*Applying credit risk models using PYTHON and SAS
*Identifying and resolving implications with credit risk models
*Managing and implementing statistical modelling to optimise assets

*3-5 years' experience working in credit risk for retail banks
*Experience in data science or advanced analytics (> 5 years)
*Solid expertise using core statistical learning algorithms including linear regression, logistic regression, and advanced machine learning models (Random Forest, Gradient Boosting, SVM, PCA, clustering, etc.)
*Experience in end-to-end statistical model development, past working experience retail credit risk modelling is preferred
*Strong programming background in one or more statistical computing languages: SAS, SQL, Python, R.
*English speaking, no German required

If you are interested in this incredible opportunity, then please do not hesitate to get in touch with Selby Jennings Berlin.
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