Senior Credit Risk Modelling Analyst
Société Générale Assurances
Bucuresti, Romania
‎în urmă cu 4 ore

Senior Credit Risk Modelling Analyst

Bucuresti, Romania Permanent contract Risks Aplica

Education :

A university degree in a quantitative / finance field

Desired skills & experience :

Understanding for credit risk measurement

Understanding the details of IFRS9 provisioning and capital allocation requirements

Inferential Statistics

Probabilistic models (Regression, Markov Processes)

Exploratory Data analysis

Analytical skills : SAS, R, Python, SQL, VBA

Language skills : English

Other competencies : Analytical thinking

Analytical thinking

Capacity to assimilate complex information in short amount of time

Results oriented

Self-motivated and highly organised

Comfortable with first time application of quantitative techniques under the lack of guidelines


Main responsibilities :

Development and validation of credit scoring models for Retail / Non-Retail

Development and validation of IFRS9 and IRB models (PD, LGD, EAD)

Development of business support models (collection, pricing, fraud analytics)

ECL, ICAAP and Stress Test calculation support

Model implementation, maintenance, documentation and performance assessment

Respond to ad-hoc analysis requests in a timely manner, demonstrating clear understanding of credit risk specific measurements

Liaise with other risk functions for supporting provisioning, reporting and credit risk assessment processes

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents , regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference : 20000GNP Entity : BRD Starting date : immediate Publication date : 2021 / 10 / 01 Aplica Share

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