Specialist for Risk Models | VímVíc.cz
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Specialist for Risk Models

Hlavní město Praha
Práce na plný úvazek
Mám zájem o nabídku Specialist for Risk Models

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O pozici

CSOB makes frequent use of internally developed statistical models. The range of models is very broad, including models used in credit decisions (application scorecards), to determine own funds requirements (IRB models) or impairments (IFRS9 models). Recently, CSOB started developing AI models.

As a Model Validator, your job is to check and challenge these models, relying on quantitative tools and qualitative assessment. The objective is to ensure the models in CSOB are adequate and used properly.

During a model validation, you work with domestic and international experts within CSOB and its parent KBC Group and develop your expertise on a wide range of banking products and processes. Your advice on models is considered by top management. Occasionally, you also represent CSOB towards external parties, such as auditors and regulators.

Co bude Vaše práce

As a Model validator, your main task is to execute model validations. This means subjecting a model to a series of qualitative tests and qualitative challenges. The tools at your disposal are statistical packages (mainly in Python and SAS), your knowledge of business processes and regulation, a network of business experts as well as the support of your colleagues. You then translate your insights into clear and to-the-point advice to model owners and CSOB’s top management.

Next to executing validations you support your team by taking up additional roles, such as reviewing methodological guidelines or following up on industry trends and regulatory developments. Peer support in and outside validations is an integral part of job.

Bez čeho se u nás neobejdete?

You hold a master degree or PhD in a quantitative science (econometrics, physics, mathematics, data science, engineering, etc.).
You communicate fluently in English, both written and spoken.
You are able to translate complex material into well-structured and simple conclusions,
You can work in a structed manner and respect deadlines.
You are comfortable working with data and statistical toolkits.
You are a team player who enjoys working autonomously.
You are eager to acquire and share knowledge and develop your skills.

Experience in risk management or in finance is considered an asset, but not a must. Your training is mainly supplemented with (internal or external) training.

Nabízené Benefity

You will work in a modern, award-winning green building
Your work will be meaningful and your good ideas will actually come to life.
We value collaboration based on mutual trust, friendliness and challenge.
You will get space, facilities and impetus for your professional and personal growth.
You can get involved in CSOB's Corporate Social Responsibility programme and help people in your local area - e.g. professional volunteering and mentoring, regional grants, specific help for individuals.
We organise social and sporting events for our employees (e.g. Bank-wide sports games), and we also support sports and social team meetings of the Bank's branches and departments.
Our benefits go beyond the usual standard (five weeks' holiday, meal allowance, life insurance and pension), plus we provide:
a tailor-made cafeteria
5 days of sick leave
exceptionally favourable employee investment schemes and financial services
flexible access to work from anywhere (depending on what your job allows)

Základní údaje o pracovní pozici

Pozice:
Specialist for Risk Models
Typ pracovního poměru:
Práce na plný úvazek
Místo výkonu práce:
Hlavní město Praha, Česká republika
Minimální stupeň vzdělání:
Středoškolské nebo odborné vyučení s maturitou
Další informace o volném místě:
Pozice není vhodná pro OZP.

Kontaktní údaje

Kontaktní osoba:
Jakub Seiner
E-mail:
JSEINER@CSOB.CZ
Mám zájem o nabídku Specialist for Risk Models

Získejte informace o nových volných místech dříve než ostatní

Odběr můžete kdykoliv lehce zrušit.