Quantitative Risk Modeller (m/f) Podrobnosti o pozici

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Quantitative Risk Modeller (m/f)

Česká republika : Hlavní město Praha

Řízení rizik

About

ČSOB is part of KBC Group which is an integrated bank-insurance group catering mainly for retail, private banking, SME and mid-cap clients. Geographically, KBC focuses on core markets of Belgium, the Czech Republic, Slovakia, Hungary and Bulgaria. The Risk Modelling team provides risk modelling services for KBC Group. Because risk measurement is more than modelling alone, we work closely together with other risk experts (project & process managers, risk advisors) to produce reliable risk figures for KBC Group.

We are looking for a junior or mid-senior level Credit Risk Modeler to join our Prague team, working on the credit related models at KBC Group level. You’ll focus on the credit risk measurement due to adverse scenarios (unexpected loss or sector/country specific stresses). You will also contribute to the maintenance and continuous improvement of our models. This role is ideal for someone who enjoys analytical challenges and stakeholder interaction. Any prior experiences in credit risk or stress testing modeling will be an asset but not a must.

What does the job entail?/What awaits you?

Risk managers at the KBC Group use a number of quantitative models to measure financial risks. Become their colleague, improving existing models and developing powerful new ones too.

The goal? Robust, efficient, transparent risk models that offer an answer to a fast-evolving and strongly regulated environment. This is a great role if you are curious, analytical, and enjoy working in a team-oriented, supportive environment – with space to grow and develop new skills. The current position is situated for Credit Risk, but we cover more risk types, i.e., market risk, technical insurance risk or climate related risks. Hence, in time, there is a potential to expand your skills beyond Credit Risk.

What are your tasks?

You make use of your quantitative expertise to improve, maintain and review the group-wide credit risk models.
You and your ICT colleagues implement the models in our risk infrastructure.
Provide business-as-usual (BAU) support related to model use and results interpretation.
Communicate with internal validation, risk teams, and other stakeholders across the Group.
You work together with expert risk managers to bring our models in line with new insights.
You clearly document everything you do. You regularly present your work to senior management.

Are these your strengths?

You have a master’s degree or PhD in a relevant area such as mathematics, physics, civil engineering or economy. Quantitative modelling and analysis fascinate you.
Actively participating in a discussion, clearly wording complex matters without relying on too many industry terms and documenting your work? You do them all effortlessly in English.
You’re self-motivated, curious, eager to understand how things work, and enjoy solving problems collaboratively.
We mainly work with Python and Matlab, so having an experience with one of these is preferred. You also have a familiarity working with large datasets. Having an experience with cloud development, ML or financial models is a nice plus but not a must.
Just like your colleagues, you enjoy reaching goals as a team and continuously learning. You look forward to learning new – and sometimes complex – concepts.
Experience with credit risk, model validation, or ICAAP/internal capital frameworks is a plus — but not required.

Why choose this job?

You’re assured of an excellent onboarding and a pleasant, collegial work atmosphere with international team where different perspectives are valued.
Throughout your entire career, we encourage you to grow as a person and as a professional. You can follow training courses in which you further sharpen your soft and hard skills.
Our offices are easily accessible by public transport – metro Radlická. You’re also welcome to partly work from home.
Flexible work hours help you to balance your work and your private life.
We offer you a competitive salary, supplemented by extra ČSOB benefits.

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 we 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.

We welcome all backgrounds

At ČSOB, we value inclusive teams. We encourage applications from people of all genders, backgrounds, and experiences – even if you do not meet every single requirement.