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Head of Credit Risk Modelling & Methodologies

Állás részletei

  • Cég neve

    UniCredit Bank Zrt.

  • Munkavégzés helye

    1056 Budapest, Szabadság tér 5-6.

  • Fizetés

    Bónusz
  • Egyéb juttatások

    • Mobiltelefon
    • Cafeteria
    • Szakmai tréningek
    • Nyelvtanulás támogatása
    • Egészségbiztosítás
    • Sport támogatás
  • Munka típusa

    • Teljes munkaidő
    • Home office
    • Alkalmazotti jogviszony
    • Általános munkarend
  • Elvárások

    • Angol felsőfok
    • 5-10 év tapasztalat
    • Egyetem
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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.


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