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.
|
Публикуван:
Бистра Иванова
13.01.2020 1:07 pm
Последно редактиран: 13.01.2020 1:11 pm