have MSc in mathematics, econometrics, statistics or a similar quantitative field,
have sound knowledge of statistical inference and econometric methods,
have extensive knowledge of IRB and IFRS 9 models,
have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,
have an ability to clearly and succinctly express ideas, facts and opinions,
have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,
complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.
English level - C1.
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses