The Modelling and Analysis Team of CIB Bank is currently looking for

Credit Risk analyst / Modelling expert

for indefinite period

Main tasks

  • Developing of PD, LGD and EAD models for capital requirement purposes
  • Developing credit risk models for managerial pruposes (e.g. IFRS9 for provisioning)
  • Developing, monitoring and implementing tools and processes for early warning and risk appetite goals
  • Monitoring activity regarding the operating models
  • Interaction with the Regulator in the periodic audits
  • Participation in database development of Credit Risk Management (specification, testing)
  • Analysing the results of the risk management reports
  • Regular and ad-hoc reports and analyses to support the senior management, the modelling tasks as well as the other departments
  • Cooperation with the partner departments regarding the credit risk related issues
  • Participation in Risk Management related projects

Required professional competencies

  • University degree in Economics or Mathematics / Statistics
  • Advanced level skills in Microsoft Office programmes and data mining, analysis; knowledge of SAS, SQL, VBA
  • Fluent English, both spoken and written
  • Experience as a risk manager/analyst preferably in a financial institution, preferably in the field of Modelling or Capital adequacy
  • Knowledge of relevant regulatory requirements, especially CRR, MNB requirements, EBA and ECB guidelines

Required personal competencies

  • Constructive, problem solving attitude
  • Positive mindset
  • Proactive team player

Sector(s):

  • Bank, Insurance, Brokering
  • Analysis
  • Risk Manager
  • Full time

Experience required:

  • 1-3 years professional experience

Required language level:

  • English - intermediate / communication

Job location:

Budapest, II. kerület

How to apply/ contact information:

For the application please upload your CV in english.