Supervisor at Risk-Engineering and Modeling Section
Детайли
Описание
Scope of activity:- Retail (PI and Micro-SME) Credit Risk modeling
- Group and local projects and initiatives related to implementation of new credit risk management techniques
- Regulatory and Internal RWA/ capital Impact Studies, Budget and Forecast Simulations, Questionnaires and other
Functions and tasks. The candidate is expected to:
- Lead a team of high-skilled experts
- Plan the activities in the section, the strategy for delivery of the requirements in time and quality
- Set targets, monitor and steer the performance of the employees in the section
- Supervise the execution of the tasks within the team and decide on the priorities with the Department head if needed
- Actively contribute for the new models in any aspect; development, maintenance, presenting it to business and management in collaboration with the team
- Develop the team members, their expertise and soft-skills
- Defend models in front of regulators
- Develop, document and lead communication with involved counterparties on credit risk models
- Actively participates in the communication with regards to any development of credit risk models matters towards Head Office (Vienna)
- Organize the fulfillment of all kind of regulatory requirements concerning the Credit Risk Models
- Organize impact assessment of new policies/products
- Test the implementation of IT solutions, facilitating the credit risk modeling
- Prepare and update internal regulatory documents, that comply with the Bulgarian legislation, as well as with the requirements of the Raiffeisen Group
- Participate in the implementation of processes, related to the optimal credit risk management
Qualification and requirements
- Leader of small analytics team for at least 2 years
- Master degree in Economic/Statistics qualification
- Proven expertise in using SAS/R/SQL knowledge
- 3 years experience with Credit Risk Modelling, scorecards development and Parameter Estimation
- Knowledge of Credit Risk Modelling Regulations, especially IRB approach and related technical standards
- Proven team player with focus on collaboration
What we offer:
- Training and know-how from a global market player with leading position in CEE Banking market
- Mentorship by devoted professionals
- Career opportunities and development
- Attractive remuneration package and Social benefits
How to apply:
Please, send your CV by using the button “Apply for this job” on the bottom of the page.
Only short-listed candidates will be contacted.
All applications will be treated under strict confidentiality. Personal data are under special protection in accordance with the Law for Protection of Personal Data.
Район София
Град София
Бизнес област Risk Controlling Division
Изисквания към кандидата
Езикови познания:
Английски език
Трудов опит:
Образование:
Ние предлагаме
Вид заетост:
Пълен работен ден
Срок на заетост:
Постоянна
Договор:
Ниво в йерархията:
Категория:
Банково дело
Финанси
Бизнес /консултантски услуги
Държава:
България
Населено място:
Гр. Русе
Адрес:
Адрес на регистрация на фирмата: офия, бул.Никола Вапцаров 55, фаза III
Дата:
14.02.2017
Организация:
Райфайзенбанк (България) ЕАД
Фирма/Организация - Директно търсеща служители
Детайли за организацията:
Повече информация за Райфайзенбанк (България) ЕАД може да получите ТУК
