Начало / Университетът / Факултети / Стопански факултет / Кариерен център / Предложения за работа / Работни позиции в Райфайзенбанк (България) ЕАД: Specialist, Risk-Engineering and Predictive Modeling; Expert, Risk-Engineering and Modeling

   

31.10.2015

 

Job Position:

Specialist, Risk-Engineering and Predictive Modeling,

Risk Methodology Department, Risk Controlling Division

Raiffeisenbank Bulgaria EAD

 

Scope of activity:

  • Regular retail credit risk reporting, RWA calculation, COREP preparation.
  • Implementation and improvements of specialized databases and statistics software packages for the purpose of credit risk measurement and management;
  • Normative order, regulating the measurement, management and reporting of credit risk;
  • Group and local projects for the implementation of new credit risk management techniques;

 

Functions and tasks:

  • Works on the automation of the prepared regular references and reports, related to the credit risk measurement and management;
  • Supports the implementation of scoring models for credit risk assessment;
  • Supports the implementation of the risk parameters (PD/LGD/CF);
  • Prepares the calculation of RWAs, based on the Standardized approach and on the Internal Ratings-Based approach;
  • Timely and correct preparation of regular reports and analyses for HQ-Vienna, the local regulator and the management;
  • Supports the implementation of IT solutions, facilitating the credit risk assessment;
  • Prepares analyses of the data, necessary for Group and local projects in the field of credit risk;
  • Contributes for the development and tests the performance of the tasks given to IT Department, leading to improvements in the Risk Management field;
  • Prepares and updates internal regulatory documents that comply with the Bulgarian legislation, as well as with the requirements of the Raiffeisen Group.

 

Qualification:

  • University degree in the area of Finance, Mathematics or Statistics;
  • Strong analytical skills;
  • Ability to work with and analyze precisely large volumes of data;
  • Advanced knowledge in MS Excel and MS Access, SQL is an advantage;
  • Fluency in English language;
  • Good team player.

 

In case you are interested, Please send your CV to vasil.pavlov@raiffeisen.bg by November 05, 2015 with Subject line "Reference from FEBA website".

 

Job Position:

Expert, Risk-Engineering and Modeling,

Risk Methodology Department, Risk Controlling Division

Raiffeisenbank Bulgaria EAD

 

Scope of activity:
Retail (PI and Micro-SME) Banking and Credit Risk modeling;
Development, implementation and improvements of specialized databases and statistics software packages for the purpose of credit risk measurement and management;
Normative order, regulating the measurement, management and reporting of credit risk;
Group and local projects for the implementation of new credit risk management techniques.

 

Functions and tasks:
Develops, implements and validates scoring models for credit risk assessment;
Supports the assessment, implementation and validation of the risk parameters (PD/LGD/CF);
Prepares the calculation of RWAs, based on the Standardized approach and on the Internal Ratings-Based approach;
Supports the implementation of IT solutions, facilitating the credit risk assessment
Prepares analysis of the data, necessary for Group and local projects in the field of credit risk and contributes for their loading in the Local Datawarehouse and/or in the specialized databases;
Checks the data quality and correctness in the Local Datawarehouse;
Contributes for the development and tests the performance of the tasks given to IT Department, related to the RUCI project and all projects, leading to improvements in the Risk Management field;
Works on the automation of the prepared regular references and reports, related to the credit risk measurement and management;
Supports the timely and correct preparation of reports and analyses for HQ-Vienna, the local regulator and management;
Cooperated with Portfolio Management sector and the other Risk Management Departments in the establishment of the Credit Policy of the respective segment;
Prepares regular and irregular reports and analyses, supporting the activity of the departments, related to Retail Banking credit risk management;
Prepares and updates internal regulatory documents, that comply with the Bulgarian legislation, as well as with the requirements of the Raiffeisen Group;
Participates in the implementation of processes, related to the optimal credit risk management.

 

Qualification:
University degree in the area of Finance, Mathematics or Statistics;
Excellent knowledge of the regulations, relevant to the area of activities;
At least 3 years of experience in the area;
Strong knowledge and skills in the IT and Statistics fields: SQL or SAS-based programming;
Strong analytical skills;
Fluency in English language;
Ability to work with and analyze precisely large volumes of data through statistic applications and Database Management System;
Team-work skills.

 

In case you are interested, Please send your CV to vasil.pavlov@raiffeisen.bg by November 05, 2015 with Subject line "Reference from FEBA website".