Senior Credit Risk Quantitative Analyst, Sofia

Описание

Основни задължения:
Model Development: Develop and monitor advanced quantitative and credit risk portfolio models applied for IFRS 9 and stress testing.
Scenario Analysis & Stress Testing: Engage in the design and implementation of stress testing and scenario analysis frameworks.

Continuous Improvement: Lead and participate in initiatives aimed at refining the bank’s credit risk modeling approaches and improving the robustness of internal models.

Изисквания за заемане на длъжността:
Quantitative Expertise: At least 2+ years of hands-on experience in quantitative modeling, with a focus on credit risk, financial risk management, or a similar domain. You should be familiar with the Vasicek model and credit Value-at-Risk.
Technical Proficiency: Demonstrated proficiency with advanced statistical and mathematical software/tools such as SAS, Matlab, Eviews, R, or Python. Experience with SQL Management Studio, P/L SQL Developer is highly appreciated.
Analytical Acumen: Strong analytical mindset with the ability to develop and maintain complex statistical models compliant with regulatory expectations.
Advanced Degree: A completed or ongoing advanced degree (MSc, PhD) in Financial Mathematics, Statistics, Applied Mathematics, Econometrics, or a closely related quantitative field, is an advantage. A FRM certificate from GARP is also an advantage.
Communication Skills: Excellent command of English, both written and verbal, to effectively communicate complex quantitative concepts to non-specialists.

Ние предлагаме:
Excellent opportunities for professional and career development in one of Bulgaria’s leading banks;
Food vouchers in the amount of 200 BGN per month;
20 + 5 days paid holiday leave;
Additional Health Insurance;
Favorable conditions for housing and mortgage lending, as well as for bank products and services;
Preferences for bank products and services;
Annual bonus scheme depending on the achieved results;
Preferential conditions for Multisport / CoolFit card;
Great location – in the heart of Sofia’s city center;
Discounts in various companies;
Internal academies;
Refer a Friend Bonus.

Необходими документи за кандидатстване:
CV

Изисквания към кандидата

Езикови познания:

Трудов опит:

Образование:

Ние предлагаме

Вид заетост:

Срок на заетост:

Договор:

Ниво в йерархията:
Експертен персонал без ръководни функции

Категория:

Банково дело

Държава:

България

Населено място:

Гр. София

Адрес:

ул. “Московска” 19, Централно управление

Дата:

15.08.2024

Организация:

Банка ДСК АД
Фирма/Организация - Директно търсеща служители

Детайли за организацията:

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