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Quantitative Analyst for Credit Risk
Náplň práce a zodpovednosti
1. Audit of finance institutions and review of their credit risk models ( PD, LGD, EAD) according to IFRS 9
2. Analysis of finance instruments (bonds, derivatives) and modeling of their cashflows
3. Analysis of heding structure of finance insitutions
1. Propose and develop new models for calculation of credit risk figures
2. Update of existing models
3. Creation of new IFRS 9 for finance institutions
This is a newly created position within our Actuary HUB. Successful candidate can work on tasks within full scope of IFRS 9. Beside that, there is a possibility to cooperate on actuarial tasks to understand whole balance sheet of insurance companies.
Výhody a benefity
• teambuilding & internal events & business breakfasts,
• Mazars University – online platform for soft skills & technical skills training courses,
• education (contribution to language courses, ACCA education, external & internal training courses ...),
• contribution to cultural & sport & relax activities.
• early finish Fridays,
• annual bonus,
• referral bonus,
Personality requirements and skills
• at least 1 year of experience as a Risk Manager,
• suitable for fresh graduate,
• deep knowledge of IFRS9,
• proficient reports English writing skills,
• attention to detail, positive approach (to work, to colleagues, to life) and open mind,
• flexibility and willingness to develop on a daily basis in terms of technical as well as communication skills.
Brief description of the company
Mazars can rely on the skills of more than 20,000 professionals in the 86 countries. Since it opened in 2000, Mazars in Slovakia has continued to experience strong growth. It offers a full range of audit and consulting services in Bratislava, Košice, Považská Bystrica and Nitra.
If you would like to learn more about our company, please visit www.mazars.sk.
Kontaktovať Ťa bude
E-mail: send CV
Zamestnanci neprichádzajú do spoločnosti Mazars náhodou, vyberajú si ju. Sme globálna škola výnimočnosti, kde sa vďaka výzvam budeš stále rozvíjať a rásť. Píš svoj príbeh spolu s nami - na tejto ceste si nájdeš aj veľa priateľov.
Mazars, the smart choice.