Risk Models Specialist II

Československá obchodní banka, a. s. · Full-time

Praha, Czech Republic

KBC's international modeling team in Belgium is seeking a credit risk modeler for its branch at ČSOB in Prague. KBC uses risk models based on credit expertise and statistical analysis to systematically express credit risk of loan products and portfolios. The results of these models are important for managing the credit process and calculating regulatory capital requirements as well as impairment of the credit portfolio. The employee responsible for credit risk modeling is responsible for the design, management and review of credit risk models for loan products of the KBC Group. We expect: You have a master's degree in economics, natural sciences, mathematics and experience with modeling (credit risk). You enjoy programming. You can work in SAS, Python and use MS Excel at an advanced level. You don't necessarily need project management experience, but experience and inclination toward project management are an advantage. Experience with machine learning is welcome. 5 weeks vacation, 7 days off, Flexible work environment, multisport card, meal vouchers, cafeteria, program for parents/55+, Contribution to life and pension insurance, Discounted products and financial services, Personal and professional development across the group, Mental health support, Sports activities – Banking Games and more.