- Creating and administrating credit models to determine risk parameters (PD, LGD, EAD);
- Providing and interpreting recommendations based on analyzed data;
- Evaluating the quality of analyzed data in order to use it optimally;
- Creating internal rate models/score cards for individuals and legal entities;
- Evaluating external applications to measure credit risk;
- Supporting the processes of monitoring and validation of existing credit risk models to define risk parameters (PD, LGD, EAD);
- Carrying out periodic tests and analyses to evaluate credit risk (stress testing, back testing, etc.);
- Producing different statistical analyses and forecasts for the management of the bank.
- Higher education in Statistics, Financial Mathematics, Econometrics or other relevant;
- Experience in analyzing financial data and working with big data bases;
- Previous experience with a statistical software such as SPSS, Stata or R, creating risk models;
- Excellent knowledge of MS Excel and Access;
- Strong quantitative, communication and interpersonal skills;
- Ability to learn quickly and motivation to acquire new skills.
- Good career development opportunities;
- Excellent remuneration package;
- Challenging work in a results-oriented environment;
- Opportunity to develop an invaluable skillset.
Only short-listed candidates will be contacted. All applications will be treated in strict confidentiality.
BrightPoint has license № 2035/21.04.2016 for providing human resources services, issued on 21.04.2016.