Credit Risk Modeler – Entry Level (Malta)

About the role

We are looking for an entry‑level Credit Risk Modeler to join our Credit Team in Malta. The role focuses on developing, maintaining and monitoring credit risk models that support lending decisions and portfolio management.

Key responsibilities

• Develop and maintain probability‑of‑default and customer‑value models for credit portfolios, including application and behavioural scores.
• Collaborate with deployment teams to implement new models and support strategy teams in their usage.
• Perform analytical tasks related to modelling and produce monitoring reports (MI) with clear commentary on model performance.
• Identify and communicate any data or model issues to relevant stakeholders.

Required profile

• Strong analytical background with experience in statistical modelling.
• Degree (Bachelor’s or Master’s) in a quantitative discipline such as Mathematics, Statistics, Economics or Engineering.
• Effective communication skills and attention to detail.

Required skills

• Programming experience in SAS, SQL, Python or R (experience with scikit‑learn or statsmodels is a plus).
• Knowledge of linear and logistic regression modelling techniques.

What we offer

• Competitive salary package.
• Private medical insurance.
• Annual performance bonus.