Работа в България?

Обединена българска банка

бул. Витоша 89Б, ОББ Милениум център, София, България

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Обединена българска банка

UBB pic1
Валидна до: 8.08.2025 г. / град София

Risk Engineer in Modeling Credits Unit

Описание на длъжността

At UBB we share values ​such as trust, equity and inclusion, by taking the responsibility to our employees and to the society extremely seriously. We strive to be a role model by encouraging open dialogue and collaboration and by creating an environment where every employee feels heard and appreciated. At UBB we firmly believe that people are our greatest asset and the driving force for our company to pursue the excellence we have been striving for. The company is convinced that the ultimate goal must always be meaningful and in sync with our company core values. We will be happy if you would share your uniqueness and become part of our team, where together to be First!

  • MAIN CHALLENGES:
  • Prepares samples for portfolio analysis and credit risk models
  • Analyses the variables in the samples and assesses the quality of the data used
  • Applies statistical methods for modelling
  • Monitors closely the quality of the models
  • Prepares the model reports and is able to explain and defend the used methodologies, parameters and selections
  • Leads or participates in model risk management related projects
  • Monitors model compliance with Basel III and IFRS9 regulatory framework
  • Prepares presentations and reports to the top management regarding models quality
  • Participates in projects with the KBC Group modelling team
     
  • THE PERFECT CANDIDATE HAS:
  • Strong mathematical and/or statistical background
  • Experience in modelling – at least 3 years
  • Experience with SQL
  • Experience with either SAS, R or Python
  • Accuracy with figures and ability to analyse and interpret them
  • In depth knowledge of the Basel III and IFRS9 regulatory Framework
  • Good communication skills
  • Very good command of English, both verbal and written
  • Project management skills
     
  • YOU WILL FIND:
  • Excellent opportunities for professional and career development in one of the leading banks in Bulgaria
  • Competitive remuneration
  • Various opportunities for learning and further development of the professional skills and competences
  • Preferences for the bank products and services
  • Additional health insurance
  • Life/Accident Insurance
  • Food vouchers - 100 BGN
  • Referral program
  • Additional bonus for important life events
  • Hybrid working model and flexible working time (for the employees in Head Office)
  • 25 days annual paid leave
  • Sport card
  • Participation in a solidarity fund which helps employees and their families when necessary
     

    Share your future with us!Only shortlisted applicants will be invited for an interview. Confidentiality is guaranteed and the submitted data are under special protection in line with the Law on Personal Data Protection.

Изисквания за длъжността

  • Strong mathematical and/or statistical background
  • Experience in modelling – at least 3 years
  • Experience with SQL
  • Experience with either SAS, R or Python
  • Accuracy with figures and ability to analyse and interpret them
  • In depth knowledge of the Basel III and IFRS9 regulatory Framework
  • Good communication skills
  • Very good command of English, both verbal and written
  • Project management skills
     

Възможни услуги към потребителя /предимствата към всяка обява/:

  • 25 days paid leave