Rating Models Development Assistant Manager

TEB - Türk Ekonomi Bankası

TEB is looking for a Rating Models Assistant Manager/Manager to strengthen the Rating Models Development team within the Group Risk Management.

Qualifications:

·         University degree preferably in Engineering, Statistics, Econometrics and Mathematics from a reputable university.

·         Minimum 3/5 years of model development/validation background with experience in credit risk models.(Minimum 3 years for Assistant Manager position and minimum 5 years for Manager position)

·         Highly skilled in SAS Enterprise Guide and SQL, and experience with SAS E-miner, SPSS, Eviews and Python is a plus

·         Good command of MS Office applications

·         Fluency in English

·         Strong analytical skills

·         Strong communication and presentation skills

·         Ability to work co-operatively and productively with other departments; actively contributes to successful team performance and the achievement of shared goals,

Job Description:

·         Developing IRB and IFRS 9 compliant credit risk models (Rating/PD, LGD, and EAD models) for commercial portfolios. Selecting and preparing data for modelling, performing model development, writing model documentation.

·         Providing support for model deployment

·         Providing support for models in-use. Taking corrective actions.

·         Backtesting models’ performances.

·         Preparing reports on models.