You are highly motivated, dynamic and enthusiastic person, with ambition to expand your knowledge and experience in the Financial Models field.

We offer you the position of

Senior Expert - Models Validation

In Risk Management Directorate

Main responsibilities:

• Prepares samples for portfolio analysis and credit risk models
• Analyses the variables in the samples and independently from model developers validates the quality of the data used
• Applies statistical methods for model validation and monitoring
• Monitors closely the quality of the models
• Prepares the model validation reports
• Leads or participates in model risk management related projects
• Monitors model compliance with Basel III regulatory framework
• Prepares presentations and reports to the top management regarding models quality
• Participates in projects with the KBC Group validation team

Requirements:

• Strong mathematical or statistical background
• Experience in modelling / validation – at least 3 years
• Experience with SQL,
• Experience with either R or Python.
• Accuracy with figures and ability to analyse and interpret them.
• In depth knowledge of the Basel III regulatory Framework.
• Good communication skills.
• Very good command of English, both verbal and written
• Project management skills.

We offer:

• Interesting and dynamic line of work
• Opportunity to become a member of a highly professional team in a large and stable financial institution
• Attractive compensation and benefits package

Should you are interested in this job opportunity, please apply with CV and Cover Letter in English not later than …………………… at http://ubb.bg/careers

Only short-listed candidates will be invited to an interview. Confidentiality is guaranteed and the provided data are under the special protection according to the Personal Data Protection Act.