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