candidati

Descrierea postului:

We are looking for a highly specialized professional to join our Risk analysis team and be involved in our running and future projects. Our new colleague will hold a major role in:

• Developing Application and Behavioural Scorecard
• Developing, implementing and validating credit risk paramaters: PD, LGD, Conversion Factor
• Running periodically validation and parameter estimation checklist
• Running periodically application and behavioural scorecard checklist
• Monitoring the data quality used in the process of parameter estimation
• Developing and periodically run analysis reports based on the output of the rating systems and their realised PDs, LGDs

• Periodically verification of the robustness of the model design process

Cerinte:

The specialist we are searching for is experienced in working with large and complex data volumes and has:

• University Degree in Mathematics /Economic Cybernetics, Statistics and Informatics
• Programming Experience (knowledge of SAS is mandatory)
• Very good analytical skills, developing scorecards
• Good knowledge of MS Office (Excel – advanced level, Access, Word, PowerPoint)
• Good knowledge of English, both writing and speaking
• Experience in financial modeling and forecast will be consider an advantage
• A good team player
• Good communication skills

• Responsible and accuracy, paying attention to details