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 have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.
from the very
and health insurance
- Independently performing complete validations according to the validation concept and supervising junior validators,
- Preparation of validation and management reports,
- Presentation of validation results to the Validation Committee,
- Presentation of validation approach and results to internal and external auditors,
- Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts,
- Contribution to consultation of new regulatory requirements.
- A team of 20+ quantitative analysts is looking for someone like you to join!
- High knowledge of statistical / mathematical methods applied in the area of credit risk models (PD, LGD, EAD, IFRS 9, CVaR, stress) supported by extensive experience in this area
- Very good knowledge of R, SQL with experience in analysis of huge data sets,
- Fluent written and spoken English (C1 level),
- Experience in writing high quality validation reports and other documentation,
- Writing high quality validation codes with SAS (migration to R).
- Strong analytical skills and attention to details,
- Proactively driving projects and tasks to deliver results.
Please add the following disclaimer to your application:
2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access to my personal data and about the right to correct, rectify and delete it.