Risk Models Specialists II

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

Praha, Czech Republic

Lenka Malinová, e-mail: [email protected] KBC's international modeling team in Belgium is seeking credit risk modelers for its branch in ČSOB in Prague. KBC uses risk models based on credit expertise and statistical analysis to systematically express credit risk of credit products and portfolios. The results of these models are important for managing the credit process and calculating regulatory capital requirements as well as for credit portfolio impairment. The credit risk modeling specialist is responsible for the design, management, and review of credit risk models for credit products of KBC Group customers. We expect: You hold a master's degree in economics, natural sciences, mathematics and have 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. Employee benefits: 5 weeks of vacation, 7 days off, Flexible work environment, multisport club, 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