What you can expect:
- Be part of the small, but growing retail credit risk team responsible for the whole retail credit risk life cycle
- Be in charge of the credit decision engine - new developments, implementation of new strategies, integration of new data sources used in underwriting, changes in parametrization including champion/challenger approach
- Coordinate and execute testing of new risk strategies and changes in risk parameters
- Develop and run credit risk systems and calculations (e.g. default recognition and derecognition, identification of forborne exposures, impairment calculation)
- Ensure methodological compliance of credit risk management areas - DPD counter, default recognition, forbearance, provisioning
- Be responsible for reporting to Credit Bureau registers
- Implement, run and test eligibility criteria for CRM campaigns
- Closely cooperate with your colleagues in risk as well in other areas, both internally and with the banks Head Office
- Manage the cooperation with external vendors (above all decision engine providers, Credit Bureaus, โฆ)
What you bring to the table:
- 4+ years of retail credit risk management experience in consumer lending, preferably in the following areas - credit decision engine, credit risk management tools, risk infrastructure/operations setup, and maintenance in a financial/lending institution
- Experience in setting up and continuous development of credit risk strategy in the decision engine
- Experience in implementation of retail risk IT solutions for default recognition and derecognition process, identification of forborne exposures, IFRS 9 impairment calculation)
- Technical background and technical skills
- Proactive approach, focus on detail and quality, drive for results
- Experience in dealing with external vendors
- Digital savvy, great orientation in the digital/neo banking industry, and recent financial innovations
- Fluent English