Senior Credit Risk Modeller

As a Senior Credit Risk Modeller, you will play an important role in developing and enhancing credit risk models leveraging the IFRS 9 Expected Credit Loss (ECL) methodologies, calculations, and framework development across all Inbank markets. You will directly contribute to portfolio performance, risk assessment, and the accuracy of financial reporting.

In this role, you’ll be one of the key contributors within our Credit Risk Control team - tackling complex challenges, sharing ideas, and working alongside talented professionals to keep our credit portfolio strong, balanced, and future-ready.

• Leading the development and maintenance of IFRS 9 Expected Credit Loss (ECL) models, including staging, segmentation, and macroeconomic overlays.
• Monitoring model performance, contributing to annual model validation activities, implementing enhancements to existing models.
• Contributing to the development and documentation of IFRS 9 methodologies, ensuring alignment with internal standards and regulatory requirements.
• Managing the month closing processes and financial reporting activities.
• Collaborating with risk, data, and engineering teams on various ad hoc credit risk modelling projects.

• 3+ years of previous experience in credit risk modelling (experience in IFRS 9 Expected Credit Loss (ECL) frameworks is an advantage) or other statistical modelling related field.
• Solid knowledge of statistical methods and practical experience with modelling techniques.
• Proficiency in SQL, R/Python and Excel.
• Strong communication skills in English, with the ability to translate complex concepts into clear, actionable insights.

Nice to have

• Familiarity with the regulatory framework in the credit risk domain is an advantage.

• Wellbeing support through sports compensation or additional health insurance to help you stay active and healthy.
• Extra vacation days after your third year, giving you more time to rest and recharge.
• A 6-week paid sabbatical after four years, recognising strong performance and long-term contribution.
• A dynamic and inspiring work environment where you’re encouraged to grow and take ownership of your work.
• Flexibility through a hybrid and autonomous way of working, built on trust and accountability.
• The opportunity to collaborate with talented international colleagues across multiple markets.
• Regular team events and additional perks that make work more enjoyable and help celebrate successes together.