Description
The role is a senior quantitative risk-modeling position responsible for designing, developing, validating, deploying, monitoring, and governing credit risk models and machine learning solutions in production. It covers model lifecycles, MLOps and CI/CD workflows, data quality, backtesting, recalibration, regulatory and internal validation, technical documentation, user training, and strategic analytical projects. The position requires a university degree in a quantitative discipline, preferably a master's degree, and at least four years of relevant experience.
