The core purpose is to design, implement, and manage robust data analytics and second-line process controls for the mortgage portfolio. * Conduct in-depth data analysis and support further development of quantitative models (PD, LGD) to assess key risk indicators across obligor, collateral, and portfolio levels within the mortgage domain. * Bachelor's degree in finance, econometrics, statistics, mathematics, computer science, or a comparable quantitative field; an additional qualification (e.g., Master's degree in a relevant field, passed CFA or FRM exams) is a strong plus. * 3+ years of experience in credit risk management (experience with retail mortgages is an advantage), data analytics, process controls, or credit risk methodology development. * Strong proficiency in SQL for data extraction, manip
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