Credit Risk Modeling Specialist—PD/EAD/LGD

TEB; Fatih; On-site; TRY 350,000 - 550,000; Full time

Job summary

TEB is seeking a risk analytics professional to work on large datasets for model development and validation. The role focuses on Basel and IFRS 9 compliant PD, EAD, and LGD models, including data preparation, cleaning, segmentation, and calibration phases.

Ideal candidates have 3+ years in advanced analytics, strong English, and experience with Python/SQL and SAS tools. You will document models, monitor performance in production, and collaborate with model users across risk teams.

Qualifications

• Three+ years of hands-on experience in advanced analytical applications in statistics and econometric modeling.
• Proficient in English (written and spoken).
• Able to develop Basel and IFRS 9 compliant PD, EAD, LGD models.

Responsibilities

• Work with large datasets for model development and data analysis.
• Develop Basel and IFRS 9 compliant PD, EAD, LGD models including data prep and calibration.
• Contribute to model documentation and monitor model performance in production.
• Communicate with model users and implement corrective actions as needed.
• Provide support for ISEDES projects and stay updated on risk management best practices.

Skills

Python

SQL

SAS Enterprise Guide

SAS Miner

Excel

Analytical thinking

Team-oriented

Good English

Education

Masters preferred in Statistics/Econometrics/Economics

Bachelor's in quantitative field

Tools

MS Office

Job description

TEB is seeking a risk analytics professional to work on large datasets for model development and validation. The role focuses on Basel and IFRS 9 compliant PD, EAD, and LGD models, including data preparation, cleaning, segmentation, and calibration phases.

Ideal candidates have 3+ years in advanced analytics, strong English, and experience with Python/SQL and SAS tools. You will document models, monitor performance in production, and collaborate with model users across risk teams.