Junior Data Scientist - Credit Risk Model and PPU/SA Monitoring | Data & Analytics

Join and establish the newly setup Monitoring, Reporting and Modeling Framework Team and apply your analytical and data‑science skills to monitor credit risk models across the bank. This includes IRB, IFRS 9, Stress Testing, Permanent Patial use of the Standardsed Approach (PPU/SA), and Economic Capital, enabling data‑driven decision‑making. Monitor and report the use of own funds requirements, including exposure to regulatory topics such as IRB roll‑out plan, Types of Exposures segmentation, and the controlled use of the IRB and Standardised approaches, in line with internal standards and regulatory requirements. Secondly, support in monitoring the performance of all types of credit risk models (IRB, non-IRB, IFRS9, Economic Capital, Stress Testing and Scorecards) used across retail and non-retail portfolios and analyze root-causes of performance deterioration. Further develop tooling for automated model and credit risk landscape monitoring. Oversee the review and development of modelling frameworks (standards, guidelines, and procedures) that support development and monitoring of credit risk models.