International Credit Risk Model Specialist; m​/f

About

The KBC international modeling team in Belgium is seeking a credit risk modeller for their location in CSOB Prague.

KBC uses risk models based on credit expertise and statistical analysis in order to express the credit risk of credit products and portfolios in a systematic way. The results of these models are important for managing the credit process and calculating regulatory capital requirements as well as impairments for the credit portfolio. A credit risk modeller is responsible for designing, managing and reviewing the credit risk models for credit products of KBC customers.

The team you join is particularly diverse. have male and female colleagues from various nationalities spread across offices in Brussels, Ghent, Leuven and Prague. You work with junior members and experienced colleagues. Diversity is a great strength in our team, and we are looking for several new colleagues eager to join our team and contribute to our great team spirit.

Given our central role in the KBC group wide modelling community, opportunities for smaller and larger (group-wide) projects regularly present themselves.

• You gather data to build and test models.
• You build models that 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.

• 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.

Your strengths

• You have strong analytical skills and good communication skills.
• You are interested in the banking sector.
• You are a team player, we succeed or fail as a team.
• You are confident in your Python programming skills (numpy, pandas, matplotlib).
• Ideally, you also have knowledge of SAS. If not, you are happy to follow training to improve or acquire this skill at a basic level.
• Advanced Excel skills is a plus.
• 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 do not necessarily have experience in (credit risk) modelling, but this would definitely be a plus.
• You do not necessarily have experience in project management, but experience and affinity for project management are a plus.
• Experience with machine learning is welcome.

• 5 týdnů dovolené
• Multisportka
• Příspěvek na životní a penzijní pojištění
• 7 dnů volna
• E-stravenky v hodnotě 170 Kč/den
• Zvýhodněné produkty a finanční služby
• Flexibilní pracovní prostředí
• Cafeterie s 12 000 body/rok
• Osobní a profesní rozvoj napříč skupinou
• Péče o duševní zdraví
• Program pro rodiče /55+ /OZP,OZZ
• Sportovní aktivity - Bankovní hry a další

Lenka Malinová

• lmalinova
• Lenka Malinová

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