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UniCredit Bulbank


Quantitative Risk Validation Analyst

Описание на длъжността

Everyone is constantly looking for the best place to work, a place where their ideas do matter.         
At UniCredit we invest in your talent, because our people are our biggest asset, who is contributing to our community with their various experiences, skills and perspectives.
We empower our people to grow by activating their unique potential and investing in their professional and personal development.
You can be part of the horizon we build together, all in an international group where people are much more than just employees and each one meaningfully contributes to our shared future success.
You can fulfil your ambition, to make a difference. To do what matters.

Organizational model of the Internal Validation Unit:

  • Structure, direct reporting line to CRO ensuring full segregation of Validation from Model Development;
  • Managerial reporting line to Group Internal Validation and centralized steering of validation activities;
  • Constant interaction with the Group Internal Validation team, ensuring adoption of best practices and high standards in validation.

Ref Number 2021.10.11 Risk Validation Expert

Изисквания за длъжността

  • Independent validation of all risk models, including credit risk (PD/LGD/EAD), as well as other model types (e.g. IFRS9) which includes performance of model validations and oversight of any independent internal or external model validations;
  • Interact with and advises modelling functions regarding credit risk modelling activities and Machine Learning algorithms;
  • Use techniques from quantitative risk management, statistics and econometrics in order to assess and validate predictive models;
  • Verify the data model with focus on accuracy, consistency, completeness and timeliness;
  • Based on qualitative and quantitative analysis will formalize the validation results in documentation and professional reports concerning validation activities for models, data, IT and processes.
Required Qualification
  • Strong academic background, including a degree in mathematics, statistics, econometrics, computer science or related fields;
  • Technical skills in one of the following tools will be considered as advantage: SAS/R/Python/SQL;
  • Strong analytical and technical skills oriented towards data processing, machine learning, advanced analytics and Big Data;
  • Experience in modelling or auditing PD/LGD/EAD or IFRS9 models will be considered as strong advantage;
  • Critical thinking: being able easily to identify deviations from the predefined guidelines;
  • Strong multi-tasking and project management skills;
  • Self-motivation and easy-going team player personality;
  • Excellent English written and oral communication skills.
Job Details
Place of work: Sofia, Bulgaria.

Only shortlisted candidates will be invited!

The submission of personal data is voluntary, its processing, use in the recruitment process and safe-keeping will be in compliance with the provisions of the Law for protection of personal data. “UniCredit Bulbank” AD in its capacity of administrator of personal data ensures full protection of the personal data confidentiality.

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