Credit risk controller for Top International Retail bank \ Austria recruitment

Daily tasks :

• Developing the parameters of credit risk models in the retail segment

• Support of the scoring models

• ICAAP, Basel II / III Support

The ideal candidate will have:

     University degree educated in a Mathematical subject

     Working experience in the credit risk sector with a quantitative focus

     Experience working in the banking sector

    Experience/ knowledge  of the modeling of LGD, CCF and SEQ

     Knowledge of ( SAS, R), databases (SQL)

     Experience of analytical modeling, credit risk modeling and Basel II / III

Interested? Apply now to risk@carltonseniorappointments.com