GENEL NİTELİKLER
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.
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