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Risk Analytics and Model Validation Officer
Responded to 90% of applications in the past 30 days, typically in 3 days
Middle (2-5 years), Senior (5-10 years), Executive (>10 years)
English - Advanced
* all languages are compulsory
Number of vacancies
Bachelor’s degree, preferable in Economics or Mathematics;
Minimum 2-3 years’ experience in development, implementation or monitoring of models, such as: rating analysis, behavior analysis, monitoring reports for rating models, parameters calculation (PD, LGD, conversion factors);
Good knowledge of regulations related to the requirements for calculation of risk parameters (PDs, LGDs);
Knowledge of financial mathematics and experience with data modelling tools and methods (statistics, regression analysis and R) is a plus;
Good knowledge of MS Office and other applications for data processing;
Medium to advance English level knowledge;
Ability to organize, analyze and synthesize data.
Defines and implements the risk models according to the regulatory requirement, Group standards or best practices;
Analyses, validates risk models and automatic decision tools;
Verifies and validates back testing models and stress testing methodologies;
Evaluates the risk parameters, calibration and periodic back testing analysis;
Manages the development and subsequent tracking of projects in the area;
Provides technical support for the implementation of monitoring and reporting requirements.
SENIOR CREDIT RISK OFFICER
First Bank S.A.
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