Postbank has over 30-years’ presence as one of the leaders in Bulgaria’s banking sector. The bank is a decisive factor in innovation, in shaping the country’s banking trends in recent years and award-winning for its innovation.
For our Advanced Analytics and Modelling Department we are currently looking for a motivated
Expert Models Governance and monitoring
The main responsibilities for the position are:
• Monitor model performance from both quantitative and qualitative point of view.
• Application of a wide range of statistical techniques and measures as to capture anomalies and deficiency in the model development phase.
• Preparation of model review documents and recommendations for improvement in the existing models.
• Perform on-going models monitoring, back-testing of risk estimates, identify suspicious ratings migrations.
• Assure high working standards within the unit considering the regulatory framework for credit risk modelling as well as all related accounting standards to which the models must adhere.
• Assure proper model governance and maintain model inventory of the bank as well as regulatory compliance with the requirements for credit risk models.
• University degree in Finance, Banking, Risk Management, Statistics, Econometrics or applicable science.
• 1+ years of experience in the field of credit risk modelling and validation, audit of internal models or quantitative financial research. Years of experience and qualification will be reflected in the seniority of the expert position.
• Previous experience with validation and monitoring of internal credit risk models is a significant advantage.
• Excellent technical skills and advanced usage of SAS, SQL, R or python programming languages.
• Result orientation and project management skills.
• Fluent English language.
• Excellent opportunities for professional and career development in one of the leading banks in Bulgaria
• Competitive remuneration and social benefits
• High working standards, interesting and dynamic job
• Home Office - 5 days per month;
• On-going training
To apply, please send your CV. A cover letter and references would be considered a plus.
Only short-listed candidates will be contacted. All applications will be treated in the strictest confidence.
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