To qualify for the role, you must have
- Academic Degree in Management, Economics, Finance, Statistics, Mathematics or similar financial/analytical fields of studies;
- At least 3-4 years of experience in risk management analysis and projects, mainly in banking sector. Background in consulting environment is really valued;
- Knowledge of local and international banking regulations that affect models and rating systems;
- Relevant experience in development or validation end-to-end statistical models, including credit IRB, IFRS 9 provisioning and stress testing;
- Knowledge and previous experience of PD / LGD / EAD modelling or validation;