Junior Advisor / Advisor in risk modeling


Financial Risk Management
 
What we offer
  • Challenging work in an experienced and motivated team
  • A promising career opportunity in a fast growing, international business environment and competitive remuneration package
  • Work with a wide selection of prestigious clients from the banking and insurance sector with exciting assignments
  • Catch up the new trends and methodologies in risk modeling.
 
Our business practice includes
  • Quantitative modeling of various types of risk parameters, related to the capital requirement calculation 
  • Development and validation of IFRS 9 based provisioning models, calculation of related credit risk parameters and expected credit losses.
  • Development and validation of application / behavioral credit risk scorecards
  • Development and validation of predictive models supporting specific business decisions / processes
  • Alignment of risk models with the new regulatory requirements (changing CRR / CRD requirements, IFRS 9 standard)
  • Development of tools in R language in order to improve the efficiency of our model development and validation processes
 
Key responsibilities
  • Participate in various projects in banking and other sectors related to risk management and quantitative risk modeling (e.g. scoring model development or validation)
  • Participate in IFRS 9-related modeling tasks
  • Maintain relationship with the client
  • On-site support of client with their modelling, validation and data collection challenges
 
Requirements
  • 2-3 years of professional experience preferably in risk management / risk modeling in banking sector
  • University degree of Economics, Finance or Engineering - actuarial and financial mathematics specialization is an advantage
  • Strong analytical and modeling skills, ability to work with databases
  • Knowledge of programming languages (e.g. R, Python or SAS) 
  • Basic knowledge of banking regulation, products and financial statements
  • Fluent Hungarian and English knowledge is a must
 
Advantages
  • SQL programming and database-handling experience
  • Knowledge of machine learning algorithms
  • Excellent command of written and spoken English
  • Knowledge in IFRS standards