Credit Risk Model Monitoring Expert (Risk Hub)

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Detalii post

We are looking for you if:

You have MSc in mathematics, econometrics, statistics or a similar quantitative field,
You have sound knowledge of statistical inference and econometric methods,
You have extensive knowledge of IRB and IFRS 9 models,
You have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,
You have an ability to clearly and succinctly express ideas, facts and opinions,
You have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,
You complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level - C1.

You'll get extra points for: