Risk Modelling Expert

5 days ago


Fatih, Istanbul, Turkey Prometeia Full time

At Prometeia, we offer a dynamic work environment that fosters innovation and growth. As a Junior Credit Risk Modeller, you will join a specialized team based in Istanbul, operating within credit risk modelling and advisory projects for financial intermediaries.

Main Responsibilities:
  • Risk Parameter Estimation: Develop and implement risk parameter estimation models (PD, LGD, EAD) and satellite models for credit risk assessment.
  • Credit VaR Modelling: Create and deploy portfolio models (Credit VaR) for stress testing and credit risk management.
Requirements:
  • Experience: Up to 2 years of experience in credit risk modelling or a fresh graduate with a strong background in economic/financial, statistical or engineering subjects.
  • Education: Bachelor's degree with excellent marks.
  • Skills: Basic experience in mathematical/statistical computing software, data mining skills, and proficiency in Python and/or R programming languages.
  • Language: Excellent command of English language.

Promoteia offers a stimulating and dynamic environment, with opportunities for growth and training, as well as a chance to work on diverse projects and collaborate with experienced professionals. We encourage teamwork, open communication, and continuous learning.



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