Credit risk model senior expert (m/f)

Česká republika : Hlavní město Praha
Řízení rizik; Data Management

O pozici

The CSOB modeling team is seeking a credit risk modeler senior 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 would join is particularly diversed - having male and female colleagues from various nationalities. You would work with junior members and experienced colleagues. Diversity is a great strength in our team and we are looking for a 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

Co bude vaše práce

  • 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.

Bez čeho se u nás neobejdete?

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.
  • 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 neccessarily have experience in project management, but experience and affinity for project management are a plus.
  • Experience with machine learning techniques are welcome.



  • 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.

Co nabízíme

a5 týdnů dovolené
aPříspěvek na životní a penzijní pojištění
a7 dnů volna
aE-stravenky v hodnotě 170 Kč/den
aZvýhodněné produkty a finanční služby
aFlexibilní pracovní prostředí
aCafeterie s 12 000 body/rok
aOsobní a profesní rozvoj napříč skupinou
aPéče o duševní zdraví
aProgram pro rodiče / 55+ / OZP, OZZ
aSportovní aktivity - Bankovní hry a další

U nás se vám bude líbit

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ID pozice:  83155