Python fejlesztő állások, munkák kockázatkezelő kategóriában

• Hitelkockázati modellek (PD, LGD, EAD), valamint applikációs és viselkedési minősítő modellek, fraud modellek önálló validációja az OTP csoportban (mind a magyar-, mind a külföldi leányvállalatokra vonatkozóan)
• IFRS9 értékvesztéssel kapcsolatos modellek és paraméterbecslések önálló validációja

• Supporting the development and improvement of tools to quantify credit risk, analysing its results and proposing appropriate measures
• Supporting projects related to credit risk quantification, including data infrastructure and quality

Lead the design, maintenance, and continuous improvement of the ILAAP framework, ensuring it accurately reflects the firm's liquidity adequacy and risk appetite....

Contribute to the development, implementation and maintenance of advanced risk measurement methodologies specifically for Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book, including metrics like EVE (Economic Value of Equity) and NII (Net Interest Income)...

• Drive the evolution of retail credit risk frameworks: You will take
• methodological ownership

• Support in all operational and strategic risk management and risk controlling tasks
• Participation in the timely preparation of monthly and quarterly reports within the framework of ICAAP
• Ad-hoc evaluations and data analyses

Credit Analysis & Transaction Support: Conduct in-depth financial and business analysis of corporate clients, prepare credit proposals, and coordinate approvals with Relationship Management, Risk, Legal, and Product teams....