Risk Model Specialist (m/f) Podrobnosti o pozici

Risk Model Specialist (m/f)

Česká republika : Hlavní město Praha

Řízení rizik; Business Intelligence

Job Mission

ČSOB makes frequent use of internally developed statistical models. The range of models is very broad, including models used in credit decisions (application scorecards), to determine own funds requirements (IRB models) or impairments (IFRS9 models). A wide range of modelling techniques are used, including machine learning (e.g. neuron networks).
Our validation team in Prague is seeking a new (mid-senior) colleague to strengthen the team and to help us with our mission of ensuring that the models in CSOB are adequate and used properly.
During a model validation, you will work with domestic and international experts within CSOB and its parent KBC Group. Prior experience in modelling will be an asset but not a must.

Job Description

What are your tasks as a Model Validator:

You challenge models via a series of quantitative tests using statistical packages.
You qualitatively scrutinize a model using your knowledge of business processes and regulation. You work closely together with other risk experts (project & process managers, risk advisors).
You translate your insights into clear and to-the-point advice to model owners and ČSOB’s top management and represent ČSOB towards external parties, such as auditors and regulators.
During your first months, you will be supported in all these activities by more senior colleague(s).

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.

Requirements

You hold a master degree or PhD in a relevant area such as mathematics, physics, civil engineering or economy. Quantitative modelling and analysis fascinate you.
We mainly work with Python or R, so having an experience with one of these is preferred. You also have a familiarity working with large datasets. Experience with machine learning or financial models is an asset, though not required.
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.
Just like your colleagues, you enjoy reaching goals as a team and continuously learning. You look forward to learning new – and sometimes complex – concepts.
In case you do not have relevant skills in certain domain we will provide you appropriate coaching and mentoring so that you can easily learn by doing. Peer support in and outside validations is an integral part of job.

Benefits

Your work will be meaningful, and your ideas will come to life.
We value collaboration based on mutual trust, friendliness and challenge.
You will get space, facilities and impetus for your professional and personal growth.
You will work in a modern, award-winning green building.
You can get involved in CSOB's Corporate Social Responsibility programme and help people in your local area - e.g. professional volunteering and mentoring, regional grants, specific help for individuals.
We organise social and sporting events for our employees (e.g. Bank-wide sports games), and we also support sports and social team meetings of the Bank's branches and departments.

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 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.