Risk Yönetim Uzmanı

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,
• No military obligation for male candidates.

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 repoDeveloping IRB and IFRS 9 compliant credit risk models (Rating/PD, LGD, and EAD rts on models.