Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? We're looking for someone like that to:

• Support the development, maintenance and refinement of all our IRB/Pillar I risk models for the real estate, corporates, and retail portfolios, in line with the regulatory and accounting requirements.
• Support the development of rating tools, probability of default, loss given default, as well as exposure at default models in line with Basel III+ regulatory requirements.
• Support key stakeholder with portfolio as well as single client analysis and presentations.
• Support and promote collaboration with parallel risk modeling teams involved in the stress/Pillar 2, CCAR and IFRS9 regulatory projects.
• Contribute to the documentation, data, and systems improvement.