Quantitative Modeler (Risk Controlling) | Data Scientist

Job Summary

This role involves joining the Group Risk Controlling division to design, validate, and operationalize interpretable non-retail credit risk models, including those for IFRS9 impairments, stress testing, and economic capital. The successful candidate will collaborate in a supportive, cross-functional team environment, focusing on regulatory compliance and methodological learning. Day-to-day responsibilities include developing and improving complex risk models, building reproducible end-to-end Python workflows covering data ingestion, estimation, and reporting, and preparing comprehensive model risk documentation. A critical aspect of the role is validating, backtesting, and calibrating models, and clearly communicating results and statistical concepts to diverse stakeholders, including supervisors, auditors, and non-technical business partners. This position offers flexible working arrangements, continuous professional development, and high regulatory exposure, making it an attractive opportunity for quantitative professionals seeking impact in banking analytics.