Risk Model Validation Officer (RISC - Validare Modele Risc) (Referral)
Misiune
Main responsibilities:
- Validation of credit scoring models for Retail / Non-Retail
- Validation of IFRS9 and IRB models (PD, LGD, EAD)
- Validation business support models (collection, pricing, fraud analytics)
- ECL, ICAAP and Stress Test calculation support
- Model implementation, maintenance, documentation and performance assessment
- Respond to ad-hoc analysis requests in a timely manner, demonstrating clear understanding of credit risk specific measurements
- Liaise with other risk functions for supporting provisioning, reporting and credit risk assessment processes
Profil
Education:
A university degree in a quantitative / finance field
Desired skills & experience:
- Understanding for credit risk measurement
- Understanding the details of IFRS9 provisioning and capital allocation requirements
- Inferential Statistics
- Probabilistic models (Regression, Markov Processes)
- Exploratory Data analysis
- Analytical skills: SAS, R, Python, SQL, VBA
- Language skills: English
Other competencies:
- Analytical thinking
- Capacity to assimilate complex information in short amount of time
- Results oriented
- Self-motivated and highly organised
- Comfortable with first time application of quantitative techniques under the lack of guidelines
Evoluţie
TE BUCURI DE UN PACHET DE BENEFICII COMPLEX AL UNUIA DIN CEI MAI BUNI ANGAJATORI
- Mod de lucru hibrid si program flexibil
- Un mediu de lucru multinational si multicultural cu oportunitati de dezvoltare
- Colaborare intr-un mediu profesionist, cu o echipa de specialisti care lucreaza cu tehnologii foarte noi
- Pachet de beneficii competitiv: tichete de masa in valoare de 40 de lei, prima anuala de un salariu de baza, bonus de performanta, prime de sarbatori, conditii bancare preferentiale, contributie la pilonul 3 de pensii, programe de dezvoltare profesionala si personala, abonament medical in sistemul privat de sanatate, discounturi la diversi parteneri si multe altele
BRD se angajeaza sa promoveze diversitatea, echitatea si incluziunea. Suntem mandri sa oferim un mediu de lucru unde diversitatea de medii, culturi, idei si experiente stimuleaza inovatia si creativitatea.
Indiferent de identitate, candidatura si competentele tale vor fi analizate in mod obiectiv si echitabil. BRD este un angajator cu sanse egale, oferind oportunitati de cariera candidatilor si angajatilor, indiferent de gen, varsta, orientare sexuala, dizabilitati, religie, sau orice alta caracteristica individuala.
Descriere
Risk Department