Credit Risk Modeller

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

• Work with large datasets for model development and data analysis.
• Develop Basel and IFRS 9 compliant PD (Probability of Default), EAD (Exposure at Default), and LGD (Loss Given Default) models; actively participate in data preparation, cleaning, segmentation, model building, testing, and calibration phases.
• Actively contribute to model documentation preparation.
• Monitor the performance of models in production.
• Maintain continuous communication with model users, evaluate feedback, and take corrective actions when necessary.
• Provide support for ISEDES projects.
• Keep up‑to‑date with developments, innovations, regulatory rules, and best practices in risk management (especially model development).

General Requirements

• Preferably a graduate of Statistics, Econometrics, Economics or other quantitative science programs, preferably with a master’s degree.
• Proficient in MS Office applications (especially Excel) and capable of using programming languages such as Python and SQL, or statistical packages like SAS Enterprise Guide and SAS Miner.
• Competent and experienced in developing Basel and IFRS 9 compliant PD, EAD, LGD, and scoring models.
• At least three years of hands‑on experience in advanced analytical applications within statistics and econometric modeling.
• Good written and spoken English skills.
• Analytical thinking.
• Team‑oriented.
• Inclined to conduct research, data review, and source scanning.