Nivel cariera

Middle (2-5 ani), Senior (5-10 ani)

Limbi vorbite


Adresa/ adresele jobului


We are waiting from you:

  • University degree, ideally Cybernetics, Polytechnics (focus on statistics/ math modelling);
  • At least 3 years’ experience with risk modelling or actuarial experience;
  • Outstanding technical and analytical abilities to perform analysis with large volume of data;
  • Strong statistical skills and advanced Excel;
  • Highly motivated and proactive professional with strong organizational, interpersonal and time management skills;
  • Fluent spoken and written English;

 Your duties & responsibilities are:

  • Developing/ improving the risk DWH;
  • Risk modelling and building scoring models through multivariate regression analysis; 
  • Recalibration of existing internal ratings;
  • Assisting to the testing and validation of new models/ up-dates of the models;
  • Providing modelling expertise for the development of new features of credit portfolio and correlation of the results with IFRS 9 impairment methodology and ICAAP process;
  • Contribute to developing, enhancing and documenting methodologies and processes of internal ratings (individuals and legal entities)