Risk Modeling and Analytics Special...
• please contribute to the constant refinement and improvement of the Lombard credit risk methods, in particular, our tools and models to determine lending values• develop risk-based monitoring tools both on a portfolio as well as on a single client level (e.g., concentration and liquidity) from which steering actions for our portfolios will be derived• collaborate with risk officers, business managers, Risk IT, Change Operations, and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises• implement prototype models in R or SAS before being embedded into the productive risk infrastructure• bring innovation and of automation by actively elaborating and proposing improvements to our model maintenance and development process