Risk Engineer in Modeling Credits Unit Ref:HQ1309 София

Risk Engineer in Modeling Credits Unit Ref:HQ1309
София

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.