Model Validation Analyst

Who are we?

SSC credit risk validation team, part of KBC Global Services – Bulgaria branch, part of KBC Group, one of Europe’s leading financial institutions with 12 million clients across Europe.
With our in-house developed Python based software, we are providing services to the whole KBC Group for their data-driven decision-making process. 
The team is operating since 2020, and within only 3 years, we have achieved great results and become one of the biggest validation teams in the KBC Group.
We feel very proud and engaged with our achievements and we are looking forward to share experience and values with new team members.

As a credit risk model validator, you are expected to:
•    check and challenge the performance of credit risk models by using quantitative methods;
•    conduct an exploratory data analysis to extract information from organization’s data; 
•    develop challenger credit risk models;
•    lead/join groupwide projects on organizational research and development.

Educational background:
•   A master’s degree or PhD in (applied) sciences such as financial mathematics, mathematics, physics, statistics, engineering.

Technical skills:
•    Broad knowledge on statistics.
•    Python knowledge includes working with and using libraries such as: pandas, numpy, scipy, mathplotlib, scikit-learn.
•    Ability to understand and process big data and export the results to quantitative reports.
•    Knowledge on Machine Learning Algorithms is a plus.
•    Experience with Git-based content management system is a plus.

Non-technical skills:
•    Fluent communication in written and spoken English.
•    Self-motivation and easy-going team player personality.
•    Proactive attitude.
•    Ability to translate complex material into well-structured and simple conclusions, while respecting deadlines.
•    Strong personal interest in learning, researching, and creating new technologies with high customer impact.

We Offer: 
•    Excellent opportunities for professional and career development
•    Opportunities to travel and work across Europe
•    Flexible working hours & hybrid workplace model
•    Exciting team building activities
•    Additional health insurance
•    Christmas & Performance bonuses
•    25 days annual paid holiday
•    Food vouchers and discounts
•    Free multisport card

If you find this job opportunity interesting and you meet the requirements for the position send a CV in English.
Only shortlisted candidates will be invited to an interview.
Confidentiality is guaranteed and the provided data is subject to special protection in the meaning of the GDPR and Personal Data Protection Act.

Contract Type:  Full-time
Category:  IT
Level of Experience:  1. Junior (0->2 years)
Region:  Bulgaria - Sofia
Company:  KBC Global Services Bulgaria Branch
Job requisition ID:  81287