Job Description

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As an intern in the Retail and Non-Retail Credit Model Risk teams, you will be part of a highly skilled and collaborative environment where quantitative analysis, risk management and technology come together.
You will contribute to the validation of credit risk models and support the team in assessing whether models are conceptually sound, statistically robust and fit for purpose. Your work may include:
analysing the mathematical and statistical foundations of credit risk models
working with model-related data and Python-based tooling
supporting independent challenger analyses to assess model performance
contributing to validation work for models used in probability of default (PD), loss given default (LGD), exposure at default (EAD) and provision calculations
helping structure documentation and supporting administrative tasks that are essential to sound model risk management
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Intern Model risk

Job Description

Apply for This Position