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Credit Risk Modelling Specialist - Senior
Talentor Advanced Search, s.r.o.
Place of work
Bratislava
Bratislava
Contract type
full-time
full-time
Start date
01.11.2016
01.11.2016
Information about the position
Job description, responsibilities and duties
* Design, statistical development and documentation of credit risk measurement models (PD, LGD, EAD) for corporate and retail portfolios
*Ongoing monitoring and regular validation of existing models
* Analysis and simulation of RWA/EL impacts
* Cooperation on technical implementation of models and underlying data infrastructure
* Focus on achieving ongoing compliance with IRB requirements
*Ongoing monitoring and regular validation of existing models
* Analysis and simulation of RWA/EL impacts
* Cooperation on technical implementation of models and underlying data infrastructure
* Focus on achieving ongoing compliance with IRB requirements
Employee perks, benefits
* Independent position
* Dynamic and friendly team
* International and pleasant environment
* Wide range of other benefits as per your choice based in internal rules (extra days, sick days, cafeteria..)
* Dynamic and friendly team
* International and pleasant environment
* Wide range of other benefits as per your choice based in internal rules (extra days, sick days, cafeteria..)
Company on whose behalf the position is being filled
Banking, finance
Our client is a successful and dynamic international bank.
Our client is a successful and dynamic international bank.
Requirements for the employee
Candidates with education suit the position
University education (Bachelor's degree)
University education (Master's degree)
Postgraduate (Doctorate)
University education (Master's degree)
Postgraduate (Doctorate)
Educational Specialization
mathematical, statistics, economics
Language skills
English - Upper intermediate (B2) and Slovak - Proficiency (C2)
Other knowledge
Microsoft Excel - Expert
Number of years of experience
4
Personality requirements and skills
* University degree in mathematics/statistics or economics
* Fluency in Slovak and English (both written and spoken)
* Analytical thinking
* Professional experience in credit risk management and/or modelling at least 3 years
* Experience with SAS tools
* Expert knowledge of MS Office applications
* analytical thinking
* team player
* willingness to develop skills and career in banking
* Fluency in Slovak and English (both written and spoken)
* Analytical thinking
* Professional experience in credit risk management and/or modelling at least 3 years
* Experience with SAS tools
* Expert knowledge of MS Office applications
* analytical thinking
* team player
* willingness to develop skills and career in banking
Advertiser
Brief description of the company
Talentor Advanced Search je agenturou orientovanou na lidi.
Pro nás to znamená, že od prvního kontaktu věnujeme uchazečům nadprůměrnou péči.
Každý z Vás je zajímavý a má své místo na trhu práce, možná právě my Vám nabídneme ideální pracovní pozici, která Vám bude vyhovovat a umožní Vaší kariéře start, akceleraci nebo prostě „jen změnu“.
Přesvědčte se sami, že kandidáti jsou pro nás stejně důležití jako naši klienti.
Talentor Advanced Search, s.r.o. - personální agentura kde se budete cítit pohodlně.
The company is a holder of a licence to offer recruitment services.
Pro nás to znamená, že od prvního kontaktu věnujeme uchazečům nadprůměrnou péči.
Každý z Vás je zajímavý a má své místo na trhu práce, možná právě my Vám nabídneme ideální pracovní pozici, která Vám bude vyhovovat a umožní Vaší kariéře start, akceleraci nebo prostě „jen změnu“.
Přesvědčte se sami, že kandidáti jsou pro nás stejně důležití jako naši klienti.
Talentor Advanced Search, s.r.o. - personální agentura kde se budete cítit pohodlně.
The company is a holder of a licence to offer recruitment services.
Number of employees
10-19 employees
ID: 2779778
Dátum zverejnenia: 24.10.2016
2016-10-24
lokalita: Bratislava Pozícia: Financial Analyst, Risk Manager Spoločnosť: Talentor Advanced Search, s.r.o.