Credit risk model senior expert (m/f)

• You gather data to build and test models.
• Your statistical models predict how likely it is that a client is able to repay credit and the losses we expect if they don't.
• You take into account changes in regulations and evolutions within our portfolios to improve the performance of models we are already relying on.
• You work closely together with the colleagues who use the models. And keep senior management, auditors and supervisors informed of your work.

• You are pragmatic and have a passion for quantitative analysis.
• You are interested in the banking sector.
• You are a team player, we succeed or fail as a team.
• You communicate fluently in English, both in writing and orally.
• You are able to present (orally and in writing) complex issues in a clear and structured way.
• You take initiative, recognize problems and look spontaneously for solutions.
• You properly deal with deadlines and work results-oriented.

• You have a Master degree in economics, sciences, mathematics or engineering. Having a PhD in one of these areas is a plus.
• You have experience in (credit risk) modelling of Basel and IFRS 9 models and application scorecards in banking sector.
• You enjoy programming. Advanced knowledge of SQL, SAS, Python or R is required.
• You do not neccessarily have experience in project management, but experience and affinity for project management are a plus.
• Experience with machine learning techniques are welcome.

• A very attractive offer of education and development opportunities.
• Diverse career opportunities.
• A competitive salary package, supplemented with a vast package of advantages and personnel conditions on our bank and insurance products.
• A good work-life balance.
• A dynamical working environment with an open culture and a pleasant working atmosphere.
• A pleasant and modern working space right next to Radlická metro station in Prague.

• a

• a

ČSOB