Entry (0-2 ani), Middle (2-5 ani)
- Develop, implement and validate credit risk models (IRB, IFRS9) using SAS software (Enterprise Guide, Enterprise Miner);
- Review and validate existing models;
- Optimize existing statistical models;
- Identify inputs for robust model development;
- Make recommendation to aid model development;
- Create the specific documentation for new models, present the newly developed models in specific committees;
- Provide support in Internal Audit, NBR, ECB missions on statistical models topic;
- Develop, implement and test standard reports and automates the process;
- Develop daily/weekly/monthly/quarterly risk reports to monitor the credit risk activity;
- Develop Ad hoc reports in order to assure the Department’s informatics requests;
- Create data marts, populate and maintain SAS data structures.
Qualifications and hard skills:
- University Degree in Mathematics / Computer Science / Economic Cybernetics, Statistics and Informatics;
- Strong SAS skills (SAS/BASE, SAS Macros, SAS/STAT, SAS Enterprise Miner) - with ability to manipulate large data sets, automate monthly SAS processes and debug SAS code with minimal steer.
- Data mining: extract, validate and test data;
- Good knowledge of SQL programming;
- Good knowledge of MS Office (strong Excel skills – with ability to work with multiple work sheets, pivots etc, Access databases, Word, PowerPoint);
- Previous experience with developing statistical models.
- Responsible and accurate, paying attention to details;
- Outstanding analytical and problem solving skills;
- A good team player;