Responsibilities:
- Develop counterparty credit risk model;
- Organise model testing
- Prepare statistical analysis on financial data to colleagues and partners
- Test models with risk IT technology
- Develop expertise in counterparty credit risk models and relationships with internal risk management, support the further development of risk analytics framework.
- Support for regulatory capital model approvals and related risk management processes
Requirements:
- Fluent English (min C1)
- Min. 2 years of work experience in similar field
- Educational background in: quantitative field, physics, mathematics, economic
- Knowledge of programming Python/C/C++
- Analytical and mathematical skills
Our offer:
- Professional trainings;
- Group Insurance
- Private, medical coverage;
- Benefits system (Multisport, Cinema/Theatres/Restaurant/ vouchers);
- Pension program
- Working in multilingual corporate environment
