Work in Bulgaria?
Valid until: 08/08/2025 / град София
Risk Engineer in Modeling Credits Unit
Job description
- 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
Job requirements
- 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
Possible services to the user /advantages of each position/:
- 25 days paid leave