Ekonomická a finančná matematika

UniCredit Bank Slovakia a. s. is looking for candidates for the position “Credit Risk Modelling Specialist”.



Key responsibilities:



§ Design, statistical development and documentation of credit risk measurement models for corporate and retail portfolios

§ Ongoing monitoring and regular validation of existing models

§ Methodological implementation of models into the bank’s internal processes

§ Cooperation on technical implementation of models and underlying data infrastructure

§ Focus on achieving ongoing compliance with Basel 2 requirements



Requirements:



§ University degree in mathematics/statistics or economics

§ Fluency in English (both written and spoken)

§ Analytical thinking

§ Good knowledge of MS Office applications

§ Professional experience in credit risk management and/or modelling welcome

§ Experience with SAS Enterprise Miner welcome



Other information:



§ Full-time position

§ Job location in Bratislava


Kontakt; Matej Maceas (absolvent EFM)

matej.maceas@unicreditgroup.sk