Risk Model Validation Expert

Job Description

We are DEKRA Arbeit Group, one of the biggest personnel companies in Germany, represented in 20 countries throughout Europe. We are delivering our services through 120 offices and recognized as a high-quality service provider and trusted business partner. DEKRA Arbeit Bulgaria is a subsidiary of DEKRA Arbeit Group and is providing professional HR services to clients and candidates on a local and international level.

For our trusted partner, one of the leaders in Bulgaria’s banking sector, we are looking for a:

Risk Model Validation Expert

As a Risk Model Validation Expert you will become a perfect part of a motivated and experienced team.

Good fit would be a professional with:

– 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

Daily responsibilities will include:

– Participation in validation of risk models with focus on credit risk models (e.g. IFRS9, EWS, stress-tests)
– 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

Our client offers:

– 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

Want to know more?

If you are interested in this job opportunity, please contact me – anna.dingozova@dekra.com.

Data collected will be considered in strict confidentiality and used for recruitment purposes only.

License No. 2450/08.02.2018