Head of Credit Risk Modelling
3 days ago
- Supervise and make decisions in all the responsibilities of the Credit Risk Modelling & Methodologies unit:
- development and maintenance of PD, LGD, EAD models covering all the credit portfolio (both regulatory and managerial models)
- development and maintenance of the IFRS 9 methodology,
- dataflow management for credit risk parameters,
- internal regulation of rating processes
- Lead the team of 5-6 quant profiles
- Plan and co-ordinate the work within the department
- Keep relationship with the Holding functions, Regulator and Auditors
- Co-operate with many departments within Risk and Business
- Participate in strategical projects of the Bank like pricing or model roadmap
- Follow the most recent regulatory requirements and the mainstream in the modelling field
- Fluency in English is a must
- Excellent communication skills with different stakeholders
- Goal driven, analytical thinking with the capability of prioritization
- Well organized and independent work method
- University degree in finance, econometrics or physics with financial background
- At least 5 years relevant experience in credit risk modelling field
- Hands-on experience with statistical softwares (preferably SAS, R, Python)
- Expertise in data management is a plus
- Bonus depending on performance,
- Cafeteria,
- Well-being services,
- Private health insurance service for all our colleagues after the end of the probationary period,
- Training,
- Extra day off,
- Working remotely in accordance with internal regulations.
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Credit risk analyst
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Credit Analyst
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internal auditor
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Data Engineer
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Test Engineer
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Compliance manager
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Financial Controller
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Budapest, Hungary Fox HR Consulting Kft. Full timeIf you've always dreamed of working in the finance team of a multinational company, this is your excellent opportunity to try yourself! Thanks to the continuous expansion of our multinational partner company. As a Junior Financial Analyst, you will gather information from various financial documents, such as disclosures, agreements, filings, and reports,...
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Budapest, Hungary JOB Személyzeti Tanácsadó Kft. Full timeOur consumer electronics multinational partner, which is located at Árpád Bridge, is looking for a Product Manager.In this role, you will join the Display team. If you possess a minimum of 3 years of Product Management experience and have a strong analytical mindset, this position is an ideal fit for you. Furthermore, this opportunity is perfect for...
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General Ledger Accountant
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General Ledger Accountant
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