Job Description & Summary

A career within Risk Assurance team, will provide you with the opportunity to be responsible with statistics/ econometrics and the intellectual challenges that come with them. The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions.

What will you be doing:

Work closely with subject matter professionals as part of advisory engagements related primarily to credit riskPerform quantitative tasks (model development, validation, research), particularly in credit risk modelling involving scorecards, PD/ LGD/ EAD modelling, stress testing, economic capital models etc.Create model documentation describing business use, conceptual approach, mathematical logic, and implementation and testing approach for the model developedDevelop other quantitative and statistical models based on the client’s business and regulatory requirementsBuild and maintain strong working relationships internally and with client personnel.

What we need from you

BSc or MSc in Mathematics, Statistics, Computer Science, Financial Engineering, Econometrics, Economics, or another quantitative disciplineMinimum of 3 years’ experienceExperience with IFRS 9, BASEL, SAS, R, SQL, Excel-VBA or R StudioAbility to understand client challenges and propose value-added solutions.Data science and Programing experienceAbility to understand client challenges and propose value-added solutionsStrong English and Romanian language skills

What we offer

Professional development, trainings and career growth opportunitiesInternational mobility and short-term projects abroadA professional and team-oriented work environmentUp-to-date technologies and methodologyCompetitive salary and attractive package benefits