Credit Risk Modeller
Prometeia · Istanbul
Job description
About the role
Prometeia is seeking a Credit Risk Modeller to join its Istanbul office. You will work within a specialized team on credit risk modelling and advisory projects for banking and financial intermediaries.
Key responsibilities
- Develop and implement risk parameter estimation models (PD, LGD, EAD) and IFRS 9 ECL models.
- Build portfolio models such as Credit VaR and conduct stress testing.
- Validate models and provide credit risk advisory services.
- Work on AI-driven credit risk applications.
Required profile
- 1‑3 years of experience in credit risk modelling.
- Bachelor’s degree with strong marks in economics, finance, statistics or engineering.
- Excellent command of English.
- Hands‑on experience coding in Python and/or R.
Required skills
- Python
- R
What we offer
- Competitive total compensation (fixed and variable components) and a welfare plan.
- Flexible remote‑working options.
- Continuous training averaging 11 days per year, plus on‑the‑job learning.
- Career development opportunities, including possible trips abroad.
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Published 13 saat önce
Expires 1 ay sonra
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Prometeia
Istanbul
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