Credit Risk Model Experts at the EIB
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00 Introduction
01 Can you expand on the difference in the modelling work that you do in each of your units?
02 Can you briefly describe your experiences prior to joining the EIB and how your background has helped you become a Credit Risk Model Expert at the EIB?
03 What type of background/work experience do you value in candidates who want to join your teams?
04 Would EIB provide any support in the relocation and transition for my family too?
05 The opportunity sounds great, but what happens after 4 years?
06 Can you briefly explain some of the projects you are working on at the moment?
07 For Alexandra and Joana, who worked in a commercial bank previously, do you find the work itself at the EIB different?
08 How are you trying to implement models regarding Climate Risk?
09 do you have a framework to manage the model risk at place?
10 Do you need ECB approval for the models developed by the bank?
11 How much time is required to complete validation of the newly development component (example PD)?
12 Is there a part of Model Development Unit involved in developing Business Scoring Models in order to increase the potential for financing smaller business or the department is only working on Credit Risk Models?
13 Are you open to using artificial intelligence algorithms?
14 Which software do you use for both development and validation?
15 What does the selection process look like? Any tips?
16 What do you like about living in Luxemburg?
17 Conclusion
01 Can you expand on the difference in the modelling work that you do in each of your units?
02 Can you briefly describe your experiences prior to joining the EIB and how your background has helped you become a Credit Risk Model Expert at the EIB?
03 What type of background/work experience do you value in candidates who want to join your teams?
04 Would EIB provide any support in the relocation and transition for my family too?
05 The opportunity sounds great, but what happens after 4 years?
06 Can you briefly explain some of the projects you are working on at the moment?
07 For Alexandra and Joana, who worked in a commercial bank previously, do you find the work itself at the EIB different?
08 How are you trying to implement models regarding Climate Risk?
09 do you have a framework to manage the model risk at place?
10 Do you need ECB approval for the models developed by the bank?
11 How much time is required to complete validation of the newly development component (example PD)?
12 Is there a part of Model Development Unit involved in developing Business Scoring Models in order to increase the potential for financing smaller business or the department is only working on Credit Risk Models?
13 Are you open to using artificial intelligence algorithms?
14 Which software do you use for both development and validation?
15 What does the selection process look like? Any tips?
16 What do you like about living in Luxemburg?
17 Conclusion
The European Investment Bank is pleased to invite you to an online event on its Operations Support Department (OSD). Join us on 18 May to discover one of our most interesting and diverse departments, whose role is central to our core lending activities, and ask your questions about working for us live!
Connect with us
Meet the speakers
Gregor Cigut
Model Maintenance & Monitoring Unit
Alexandra Rautoiu
Model Validation Division
Joana Lopes
Model Development Unit
The EIB is the European Union’s bank. We are the only bank owned by and representing the interests of the European Union Member States. We work closely with other EU institutions to implement EU policy.
Our expertise is based on more than 60 years’ experience and the specialised knowledge of over 3,400 staff.
