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For one of our clients – a bank institution, we are looking for a Statistics Analyst.
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;
Evaluation of external applications to measure credit risk;
Supporting the process of monitoring and validation of existing credit risk models to define risk parameters (PD, LGD, EAD);
Creation of periodic reports and analyses to evaluate credit risk (stress testing, back testing, etc.);
Creating different statistical analyses, reports 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.
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More about this position
Software and IT
Employment: Full Time
Posted 6 months ago
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