Risk Models Specialist II

Československá obchodní banka, a. s. · Vollzeit

Praha, Tschechische Republik

Lenka Malinová, email: [email protected] The international modeling team of KBC in Belgium is looking for a credit risk modeler for its branch at ČSOB in Prague. KBC uses risk models based on credit knowledge 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 impairment of the credit portfolio. The employee responsible for credit risk modeling is responsible for the proposal, management and revision of credit risk models for credit products of KBC group customers. 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 project management experience and inclination are an advantage. Machine learning experience is welcome. Employee benefits: 5 weeks of vacation, 7 days off, Flexible working 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 care, Sports activities - Banking games and more