Nivel cariera

Entry (0-2 ani), Middle (2-5 ani)

Limbi vorbite

română, engleză

Adresa/ adresele jobului

București


Responsibilities:

 

  • 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.

 

Soft skills:

  • Responsible and accurate, paying attention to details;
  • Outstanding analytical and problem solving skills;
  • A good team player;