Credit Risk Stress Modeller — Flexible Hours

Il y a 2 jours

Brussel Hoofdstad, Belgique KBC Group Temps plein 70 000 € - 110 000 € Contrat

KBC Group in Belgium is seeking a Quantitative Risk Modeller to develop and maintain credit risk stress testing models and implement them in risk infrastructure. You will interpret results with risk experts and stakeholders across the group.

The role focuses on credit risk stress testing with potential exposure to other domains; requires a master’s or PhD in a quantitative field and strong Python skills, plus fluent English and international collaboration.