Állás részletei
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Cég neve
UniCredit Bank Zrt.
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Munkavégzés helye
1056 Budapest, Szabadság tér 5-6.
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Fizetés
Bónusz -
Egyéb juttatások
- Mobiltelefon
- Cafeteria
- Szakmai tréningek
- Nyelvtanulás támogatása
- Egészségbiztosítás
- Sport támogatás
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Munka típusa
- Teljes munkaidő
- Home office
- Alkalmazotti jogviszony
- Általános munkarend
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Elvárások
- Angol felsőfok
- 5-10 év tapasztalat
- Egyetem
Állás elmentve
A hirdetést eltávolítottuk a mentett állásai közül.
A hirdetés adatait sikeresen elküldte az email címére.
Állás leírása
Responsibilities
- Supervise and make decisions in all the responsibilities of the Credit Risk Modelling & Methodologies unit:
- development and maintenance of PD, LGD, EAD models covering all the credit portfolio (both regulatory and managerial models)
- development and maintenance of the IFRS 9 methodology,
- dataflow management for credit risk parameters,
- internal regulation of rating processes
- Lead the team of 5-6 quant profiles
- Plan and co-ordinate the work within the department
- Keep relationship with the Holding functions, Regulator and Auditors
- Co-operate with many departments within Risk and Business
- Participate in strategical projects of the Bank like pricing or model roadmap
- Follow the most recent regulatory requirements and the mainstream in the modelling field
Requirements
- Fluency in English is a must (Italian is a plus)
- Excellent communication skills with different stakeholders
- Goal driven, analytical thinking with the capability of prioritization
- Well organized and independent work method
- University degree in finance, econometrics or physics with financial background
- At least 5 years relevant experience in credit risk modelling field
- Hands-on experience with statistical softwares (preferably SAS, R, Python)
- Expertise in data management is a plus
What we offer
- Bonus depending on performance,
- Cafeteria,
- Well-being services,
- Private health insurance service for all our colleagues after the end of the probationary period,
- Training,
- Extra day off
- Working remotely in accordance with internal regulations.
If your application meets the expectations, our colleague will contact you and we will give you feedback after an online interview.
Állás, munka területe(i)
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