About work in our team
The world is changing, becoming digital, and so are we. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. This is exactly why we need talented people who will join us on this journey.
You will be work in team which is responsible for validation of models in the following areas: credit (PD, LDG, EAD, IFRS 9, CVaR, stress), operational, market, liquidity, and counterparty risk.
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- Performing single validation tasks under supervision
- Preparation of validation and management reports under supervision
- Performing ad hoc analyses regarding model performance under supervision
Alternative Tasks and/or (depending on demand)
- Development of reusable codes (packages, libraries) for use across various validations (IT infrastructure)
- Filling in various reporting forms and templates
- Degree in Economics / Finance / Econometrics / Mathematics / Computer Science or a comparable subject
- Fluent written and spoken English (C1 level)
- Acquired some practical work experience, e.g. during internships
- Analytical thinking as well as motivated and structured working style
- Ability to work independently and with a high degree of self- responsibility
- Distinctive problem solving and analytical skills
- Programming skills, preferable R, Matlab,
- Knowledge of R statistical computing environment would be an advantage
- Knowledge of SQL would be an advantage
- Familiarity with the basics of risk management would be an advantage
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