Credit risk model expert (m/f) Podrobnosti o pozici

Credit risk model expert (m/f)

Česká republika : Hlavní město Praha

Řízení rizik

Job description and context

The CSOB modelling team is seeking a credit risk modeler expert for the location in CSOB Prague.

CSOB uses risk models based on credit expertise and statistical analysis in order to express the credit risk of credit products and portfolios in a systematic way. The results of these models are important for managing the credit process and calculating regulatory capital requirements as well as impairments for the credit portfolio. A credit risk modeller is responsible for designing, managing and reviewing the credit risk models for credit products of CSOB Group customers.

The team you join is particularly diverse have male and female colleagues from various nationalities. You work with junior members and experienced colleagues. Diversity is a great strength in our team, and we are looking for new colleague eager to join our team and contribute to our great team spirit.

Given our central role in the CSOB Group wide modelling community, opportunities for smaller and larger projects regularly present themselves.

What do we expect from you

You gather data to build and test models.
Your statistical models predict how likely it is that a client is able to repay credit and the losses we expect if they don't.
You take into account changes in regulations and evolutions within our portfolios to improve the performance of models we are already relying on.
You work closely together with the colleagues who use the models. And keep senior management, auditors and supervisors informed of your work.

Your assets

Your strengths

You are pragmatic and have a passion for quantitative analysis.
You are interested in the banking sector.
You are a team player, we succeed or fail as a team.
You communicate fluently in English, both in writing and orally and you are fluent in Czech.
You are able to present (orally and in writing) complex issues in a clear and structured way.
You take initiative, recognize problems and look spontaneously for solutions.
You properly deal with deadlines and work results-oriented.

Your education and background

You have a Master degree in economics, sciences, mathematics or engineering. Having a PhD in one of these areas is a plus.
You have experience in (credit risk) modelling of Basel and IFRS 9 models and application scorecards in banking sector.
You enjoy programming. Advanced knowledge of SQL, SAS, Python or R is required.
You do not necessarily have experience in project management, but experience and affinity for project management are a plus.
Experience with machine learning techniques are welcome.

What it is like here

We are used to working together and helping each other. We enjoy being together at work and sometimes even after work.
We want to make every client experience the best it can be. We are reliable partners in every life situation, and we are delighted when clients recommend us to their friends.
We like simplicity and use modern technology. We make life easier for ourselves and our clients.
Change is omnipresent in our company, we are constantly moving and learning something new. We want to be on the cutting edge and set the direction.
We love diversity. Anyone can work for us.
Today's world is important to us and we care about a healthy world that will last for generations to come.
We know that everyone's well-being and health is important, and this is reflected in our work environment and benefits.

What do we offer you

A very attractive offer of education and development opportunities.
Diverse career opportunities.
A competitive salary package, supplemented with a vast package of advantages and personnel conditions on our bank and insurance products.
A good work-life balance.
A dynamical working environment with an open culture and a pleasant working atmosphere.
A pleasant and modern working space right next to Radlická metro station in Prague.