Risk Model Specialist (m/f) Podrobnosti o pozici

Risk Model Specialist (m/f)

Řízení rizik; Bankovní a investiční produkty a služby; Business Intelligence

CSOB 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 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.

As a Model validator, your main task is to execute model validations.

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 CSOB’s top management and represent CSOB 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).

You hold a master degree (or PhD) with an economic or a quantitative specialization.
You are interested in working with data and statistical toolkits (e.g. Python, R,...).
Experience with machine learning or financial models is an asset, though not required.
You communicate fluently in English, both written and spoken. Czech is not required.
You are a team player and actively participate in a debate.
You are eager to quickly pick up new and 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.

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.

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.