Senior Credit Risk Modelling Analyst
Fixed term contract|Bucuresti|Risks Aplica window.dataLayer = window.dataLayer || []; var aData = { customVarPage1: "Senior Credit Risk Modelling Analyst", customVarPage2: "Bucuresti", customVarPage3: "Fixed term contract", customVarPage4: "210006A4", customVarPage5: "BRD", customVarPage6: "Risks", customVarPage7: "2021/03/02" } window.dataLayer.push(aData);
Senior Credit Risk Modelling Analyst
Bucuresti, Romania Fixed term contract Risks Aplica
Misiune
Risk Department
Profil
Education:
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A university degree in a quantitative / finance field
Desired skills & experience :
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Understanding for credit risk measurement
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Understanding the details of IFRS9 provisioning and capital allocation requirements
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Inferential Statistics
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Probabilistic models (Regression, Markov Processes)
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Exploratory Data analysis
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Analytical skills: SAS, R, Python, SQL, VBA
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Language skills: English
Other competencies:
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Analytical thinking
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Capacity to assimilate complex information in short amount of time
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Results oriented
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Self-motivated and highly organised
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Comfortable with first time application of quantitative techniques under the lack of guidelines
Descriere
Main responsibilities:
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Development and validation of credit scoring models for Retail / Non-Retail
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Development and validation of IFRS9 and IRB models (PD, LGD, EAD)
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Development of business support models (collection, pricing, fraud analytics)
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ECL, ICAAP and Stress Test calculation support
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Model implementation, maintenance, documentation and performance assessment
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Respond to ad-hoc analysis requests in a timely manner, demonstrating clear understanding of credit risk specific measurements
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Liaise with other risk functions for supporting provisioning, reporting and credit risk assessment processes
- Reference: 210006A4 Entity: BRD Starting date: 2021/03/31 Publication date: 2021/03/02 Aplica Share { "@context": "https://schema.org", "@type": "BreadcrumbList", "itemListElement": [ { "@type": "ListItem", "position": 1, "name": "Home", "item": "https://careers.societegenerale.com/en" } , { "@type": "ListItem", "position": 2, "name": "Job offers", "item": "https://careers.societegenerale.comhttps://careers.societegenerale.com/en/search" } , { "@type": "ListItem", "position": 3, "name": "Senior Credit Risk Modelling Analyst", "item": "https://careers.societegenerale.comhttps://careers.societegenerale.com/en/job-offers/senior-credit-risk-modelling-analyst-210006A4-en&src=" } ]}
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