Co bude vaše práce
The KBC international modeling team (IMD) in Belgium is seeking a senior credit risk modeler for their location in CSOB Prague.
You will be part of a team in which diversity rocks: women and men, junior and experienced, several nationalities, and working in Leuven, Brussels and Prague. The team is responsible for designing, managing and reviewing credit risk models. These models express risks in figures based on statistical analysis and credit expertise. In a quickly evolving international context, these models are increasingly important for KBC: they are used in the credit process, for portfolio management, for the calculation of regulatory capital requirements and impairments, … The models that are managed in our team are developed and applied on the Belgian and group wide credit portfolios of KBC. Given IMD’s central role in a KBC group wide modelling community, opportunities for smaller and larger (group-wide) projects regularly present themselves.
We are looking for senior colleagues eager to join our international team and contribute to our great team spirit..
U nás se neobejdete bez
• You build statistical models to predict the creditworthiness of customers.
• You follow up and improve the performance of existing models, taking into account regulatory changes and portfolio evolutions.
• You collaborate with colleagues who are involved in the use of the models.
• You report to senior management, audit and supervisors.
• Through the support of your teammates, you follow extensive on-the-job trainings.
• You are passionate about quantitative analyses.
• You are interested in the banking sector.
• You are a team player, we succeed or fail as a team.
• You take initiative, recognize problems and look spontaneously for solutions.
• You properly deal with deadlines and work results-oriented.
• You communicate fluently in English, both in writing and orally.
• You are able to present complex issues in a clear and structured way.
• You are eager to learn and you quickly pick up new concepts.
Your education and background:
• Master degree in economics, applied economics (preferably with a quantitative specialization), master in mathematics, physics or engineering sciences. Having a PhD in one of these areas is a plus.
• Experience in (credit risk) modelling or related fields of expertise.
• You enjoy programming. Knowledge of SAS, Python and advanced Excel skills is a plus, but trainings will be provided.
• Some experience with machine learning is welcome, though not required.
• Experience and affinity for project management are again a plus.
• A very attractive offer of education and development opportunities.
• Diverse career opportunities.
• A competitive salary package, supplemented with a vast package of advantages and personnel conditions on our bank and insurance products.
• A good work-life balance.
• A dynamical working environment with an open culture and a pleasant working atmosphere.
Základní údaje o pracovní pozici
- International credit risk model expert - senior
- Typ pracovního poměru:
- Práce na plný úvazek
- Místo výkonu práce:
- Výmolova 353/3, 15000 Praha - Radlice, Česká republika
- Minimální stupeň vzdělání:
- Vysokoškolské / univerzitní
- Další informace o volném místě:
- Pozice není vhodná pro OZP.
- Kontaktní osoba:
- Štěpánka Pečená
- Radlická 333/150, 15000 Praha