Credit Risk ModellerLuminor Bank AS Latvijas filiāle
Join our team as a Credit Risk Modeller!
Yes, you can! That's our attitude towards our work, ambitions, ideas and relationships. We, at Luminor, believe that anyone has the potential to achieve big things and we encourage everyone to achieve them – professionally and personally.
Whoever you are, and whatever your role is, with Luminor you will get a once-in-a-lifetime opportunity to literally build a local banking champion.
Luminor is offering employment for people displaced by the invasion of Ukraine. We are a dynamic, Pan-Baltic bank with a diverse team and have a number of great professional opportunities available both in business and support functions.
What You Will Do:
- Develop (e.g., review and clean data, assess modelling options based on data, implement statistical models in line with regulations) and calibrate IFRS 9 credit risk models;
- Develop and maintain the IFRS9 and Pillar II credit risk modelling library and maintenance of internal IFRS 9 / Pillar II modelling methodologies;
- Continuously work to enhance and improve existing models to ensure that they are performing and serving the intended purpose and scope;
- Support the work on model performance, documentation, regulatory compliance, addressing findings and recommendations, etc.;
- Support the development of a data science mindset and respective capabilities in the Risk organization;
- Communicate detailed technical information in a simple and clear manner;
- Knowledge transfer and junior member’s coaching;
What We Expect:
- Higher education in Economics, Mathematics, Business Management, Risk Management, Finance or similar field;
- Must have Python or R knowledge, as well as SQL knowledge;
- Good understanding of IFRS 9 modelling;
- Good understanding of statistical techniques and machine learning modelling;
- Fluent English is required in spoken and written communication;
What We Offer:
- Flexibility. Flexible working hours, remote work and possibility to work from anywhere in EU, Iceland, Switzerland and UK (in total 90 days per year)
- International teams. Teams that go outside Pan-Baltic borders where people value challenging work together with good humour and having fun
- More vacation. Additional week of vacation available to all employees who have been in the company for 1 year or more
- Volunteer time off. We care about giving back to society, therefore, you will get additional days off for volunteering purposes
- Health benefits. A competitive benefits package in addition to your salary that includes health insurance in Lithuania and Latvia, and Wellness package in Estonia. As well as, Health days in case of your absence due to sickness
- Wellbeing. Access to tools and resources that help to feel good and be productive at work and in life
- Professional growth. Internal and external training programs, workshops, conferences, online training etc.
- Gross salary. 2700 - 4000 EUR/month, which is to be determined depending on your level of experience and competencies
Application deadline is 28th of February. We are looking for a candidate primarily already located within Baltics and please apply with your CV in English
Tev varētu interesēt arī:
€ 3000 – 5000
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