Senior Credit Risk Model Developer

Your Role

As a Senior Credit Risk Model Developer, you will be the developer of credit risk models, shaping cutting-edge solutions. Reporting to the Deputy Head of the Modeling Team, you will play a central role in building up our modeling expertise.

Responsibilities

• Model Development: build new models, adapting modeling frameworks and methodologies for Pillar 1 models, IFRS9 and credit scorecards. Collaborate with Société Générale to ensure sound conceptual design of your models.

• Deployment and usage: define model implementation testing strategy and collaborate with Ayvens IT, Risk and Finance teams to ensure correct  implementation and usage of your models.

• Monitoring and Continuous improvement: Test model performance assuring the models are up to their job and addressing performance issues if needed. Ensure continuous monitoring on models in scope.

• Follow-up and apply recommendations from internal and external audits. Interact with internal and external stakeholders during independent reviews and audits. 

• Merger Action: Actively participate in the operational integration with LeasePlan, according to the defined Target Operating Model (TOM).

Who we are looking for?

• You have minimum 5 years of experience in risk modeling and in-depth knowledge of banking regulations (IRB, IFRS9, FINREP/COREP, ICAAP).

• Python knowledge is required, ability to work with R / SAS is a plus.

• Advanced statistical skills (PD, LGD, EAD calculations).

• Proven experience in developing and implementing credit risk models & Management of underlying risks.

• You are fluent in English (spoken and written), French is a plus.

• You are an exemplary team player, and you can work/communicate cross functionally with both tech and non-tech (business) teams.

• You are able to work autonomously and you have strong attention to detail.

Why Join Us?

At Ayvens, we believe that innovation and collaboration are key to success. We offer you the opportunity to work on high-impact projects, tackle stimulating challenges, and be part of a unique human and professional adventure. Here, your accuracy and expertise will be valued, and you will have the chance to shape the future of risk management.

Benefits of Joining Us:

• International Environment: Work in a multicultural team and develop your skills in a global context.

• Growth Opportunities: Benefit from the merger context in a growing market with multiple opportunities for advancement.

• Ecological Commitment: Contribute to the electrification of the car rental industry.

• Practical Benefits: 100% covered meal vouchers and an on-site cafeteria.

• Green Mobility: Enjoy a green mobility pass worth 700 euros per year.

• Flexibility:  Having the flexibility to work from home up to 12 days / month.

• Discounts: Enjoy a 20% discount on car rentals.

Apply Now

Ready to reinvent risk modeling with us? Apply now and become a key player in the future of Ayvens!