Risk Engineer in Modeling Credits Unit
At KBC Group Bulgaria we share values such as trust, equity and inclusion, by taking the responsibility to our employees and to the society extremely seriously. We strive to be a role model by encouraging open dialogue and collaboration and by creating an environment where every employee feels heard and appreciated. At UBB and UBB Interlease, as a part of KBC Group, we firmly believe that people are our greatest asset and the driving force for our company to pursue the excellence we have been striving for. The company is convinced that the ultimate goal must always be meaningful and in sync with our company core values. We will be happy if you would share your uniqueness and become part of our team, where together to be First!
MAIN CHALLENGES:
- Collects, prepares and validates data samples for portfolio analysis and credit risk models.
- Performs in-depth analysis of variables and ensures the accuracy and completeness of the data used.
- Applies statistical methods for modelling
- Monitors and evaluates model performance and data quality on an ongoing basis.
- Prepares detailed model documentation and reports, explaining and defending methodologies, parameters, and assumptions.
- Leads or participates in model risk management related projects
- Monitors model compliance with Basel and IFRS9 regulatory framework
- Prepares presentations and reports to the top management regarding models quality
- Participates in projects with the KBC Group modelling team
THE PERFECT CANDIDATE HAS:
- Strong mathematical and/or statistical background
- Experience in modelling – at least 3 years
- Hands-on experience with data collection, cleaning, and validation.
- Experience with SQL and at least one of SAS, R or Python
- Accuracy with figures and ability to analyse and interpret them
- In depth knowledge of the Basel and IFRS9 regulatory Framework
- Good communication skills
- Very good command of English, both verbal and written
- Project management skills
YOU WILL FIND:
- Excellent opportunities for professional and career development in one of the leading financial institutions in Bulgaria
- Competitive remuneration
- Various opportunities for learning and further development of the professional skills and competences
- Preferences for the bank, insurance and leasing products and services
- Additional health insurance
- Life/Accident Insurance
- Food vouchers - 100 BGN
- Referral program
- Additional bonus for important life events
- Hybrid working model and flexible working time (for the employees in Head Office)
- 25 days annual paid leave + additional day off for your birthday
- Sport card at preferential rates
- Participation in a solidarity fund which helps employees and their families when necessary
Share your future with us!
Only shortlisted applicants will be invited for an interview. Confidentiality is guaranteed and the submitted data are under special protection in line with the Law on Personal Data Protection.