Senior Credit Risk Modeller

<p><img style="max-width: 100%;" src="https://ib-cdn.inbank.eu/images/banners/banner3.png" alt="" width="1584"></p> <p>Inbank is a financial technology company with an EU banking license that connects merchants, consumers, and financial institutions on its next-generation embedded finance platform. Our financing solutions are embedded seamlessly into the shopping journey of 6,000+ retailers. This helps our merchant partners grow their businesses, while end customers benefit from a frictionless shopping experience wherever they are. With a focus on innovation and growth, we are looking for talented people to join our team of 440+ working across our offices in Estonia, Latvia, Lithuania, Poland, and the Czech Republic.</p> <p>Due to our growth ambitions, we seek a talented <strong>Senior</strong> <strong>Credit Risk Modeller</strong> to join our Tallinn office.</p> <p>As a <strong>Senior Credit Risk Modeller</strong>, you will play an important role in developing and enhancing credit risk models leveraging the IFRS 9 Expected Credit Loss (ECL) methodologies, calculations, and framework development across all Inbank markets. You will directly contribute to portfolio performance, risk assessment, and the accuracy of financial reporting.</p> <p>In this role, you’ll be one of the key contributors within our Credit Risk Control team - tackling complex challenges, sharing ideas, and working alongside talented professionals to keep our credit portfolio strong, balanced, and future-ready.</p> <p><strong>What will you be doing?</strong></p> <ul> <li>Leading the development and maintenance of IFRS 9 Expected Credit Loss (ECL) models, including staging, segmentation, and macroeconomic overlays.</li> <li>Monitoring model performance, contributing to annual model validation activities, implementing enhancements to existing models.</li> <li>Contributing to the development and documentation of IFRS 9 methodologies, ensuring alignment with internal standards and regulatory requirements.</li> <li>Managing the month closing processes and financial reporting activities.</li> <li>Collaborating with risk, data, and engineering teams on various ad hoc credit risk modelling projects.</li> </ul> <p><strong> Ideally, you would have:</strong></p> <ul> <li>3+ years of previous experience in credit risk modelling (experience in IFRS 9 Expected Credit Loss (ECL) frameworks is an advantage) or other statistical modelling related field. </li> <li>Solid knowledge of statistical methods and practical experience with modelling techniques.</li> <li>Proficiency in SQL, R/Python and Excel.</li> <li>Familiarity with the regulatory framework in the credit risk doma