Your job
As an intern in the Retail and Non-Retail Credit Model Risk teams, you will be part of a highly skilled and collaborative environment where quantitative analysis, risk management and technology come together.
You will contribute to the validation of credit risk models and support the team in assessing whether models are conceptually sound, statistically robust and fit for purpose. Your work may include:
analysing the mathematical and statistical foundations of credit risk modelsworking with model-related data and Python-based toolingsupporting independent challenger analyses to assess model performancecontributing to validation work for models used in probability of default (PD), loss given default (LGD), exposure at default (EAD) and provision calculationshelping structure documentation and supporting administrative tasks that are essential to sound model risk managementFrom e...