Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics? Do you know how to work well within a team to develop and deliver high quality solutions?

Then we are looking for you to:
• develop Pillar II methodologies for our Lombard portfolio
• develop IFRS9 / CECL methodologies for our Lombard portfolio
• use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models.
• bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• implement prototype models in R or Python, before being embedded into the productive risk infrastructure, in particular on the Cloud
• collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises