Postbank has over 30-years’ presence as one of the leaders in
Bulgaria’s banking sector. The bank is a decisive factor in
innovation, in shaping the country’s banking trends in recent years
and award-winning for its innovation.
For our Risk Validation Team in Risk Division, we are currently
looking for an experienced and motivated RISK MODEL VALIDATION
EXPERT.
The Risk Model Validation Expert main responsibilities are:
- Participation in validation of risk models with focus on credit
risk models (e.g. IFRS9, EWS, stress-tests);
- Participation in validation of risk models with focus on credit
risk models (e.g. application and behaviour models);
- Participation in monthly monitoring and ad-hoc activities
- Advanced data preparation including verification of data from
different bank systems;
- Preparation of detailed risk validation reports where results
from different statistics are presented;
- Supporting activities in relation to European and local
regulations and tasks;
- Performing consistency checks and use-test activities to insure
the correctness of model implementation and usage;
- Working with others in the team to help build an inclusive and
positive working environment.
The appropriate candidates must fulfil the following criteria:
- Bachelor or master’s degree in applied economics, mathematics,
statistics or other exact or applied science;
- Ability to analyze and interpret complex information and
translate this into well-structured and simple conclusions, while
respecting deadlines;
- Very good command of English, both verbal and written;
- Good communication skills;
- Previous experience in risk management and/or credit risk
modeling/validation/calibration will be considered as strong
advantage;
- Knowledge of a programming language or prior experience with a
statistical software – R, SAS, Python, SQL or other;
- Strong analytical and technical skills oriented towards data
processing, advanced analytics and Big Data;
- Strong multi-tasking skills;
- Self-motivation and easy-going team player personality.
We offer:
- The position offers exceptional opportunities to be part of an
International Banking group (Eurobank Bulgaria);
- Visibility and key role in a dynamic and innovative team at a
successful international bank;
- Opportunity to get valuable insights and deep understanding of
banking industry and risk;
- Opportunity to lead various key projects with significant impact
on the performance of the Bank;
- Challenging opportunity for career development;
- On-going training;
- Additional holiday days;
- Additional Medical Care;
- Special Discounts and offers;
- Interesting and dynamic job.
To apply, please send in English a motivation letter, your CV, a
recent photograph and recommendations.
Only short-listed candidates will be contacted. All applications
will be treated in the strictest confidence. Postbank in its
capacity of administrator of personal data ensures full protection
of the personal data confidentiality.