Credit risk specialist - model validation

DRILL B.S. spol. s r.o.

Place of work
Bratislava
Contract type
full-time

Information about the position

Job description, responsibilities and duties

For our client, significant bank, we are looking for a candidate to new international risk department team - position of Quant Credit Risk Model Validation Specialist.

Job description:
• perform regulatory validations of rating models and Basel II risk parameters across the group and verify the fulfilment of remedy actions.

• complete initial validation of newly developed credit risk models and support the internal approval process.

• support enhancements of the model validation methodology for rating methods and risk parameters.

Information about the selection process

We are looking for several candidates experienced in risk management, also for other positions. Please send us CV for future. You can use directly email: [email protected]

Company on whose behalf the position is being filled

Banking, finance

International bank, setting up a new risk division in Bratislava.

Requirements for the employee

Candidates with education suit the position

University education (Master's degree)
Postgraduate (Doctorate)

Language skills

English - Upper intermediate (B2)

The position is suitable for a fresh graduate

Yes

Personality requirements and skills

• completed university studies on a combination of mathematics/informatics and/or economics/econometrics.

• have experience in credit risk methods (e.g. rating methodology, rating models, parameter calculation or validation) is an advantage

• show an exceptional affinity for figures, details, precision and a pronounced understanding of complex concepts is an advantage

• have experience with data analysis, ideally in SAS

• been a service oriented person and a dedicated team player with good communication skills

• excellent English skills in written and verbal communication

• advantage: German and/or CEE language (not necessary)

Advertiser

Brief description of the company

Personnel agency specialized in the field of recruitment & executive search.

Our other business activities are concentrated in three main areas:
* Comprehensive HR Solutions;
* Training & Profesisonal development;
* Professional Services & Management Consulting.

The company is a holder of a licence to offer recruitment services.

Number of employees

50-99 employees
ID: 2077774  Dátum zverejnenia: 12.5.2015