Internal validation specialist

We are looking for a new colleague to join our team of six experienced model validators. Our main job is to analyze the quality of models and processes for risk management related to lending to various types of clients. The position mainly involves independent work on individual projects, giving you the opportunity to focus and delve into your tasks.

We offer one year long contract of 40 hours per week (full-time employment) However, we cherish talented professionals and data experts at the bank, so if both parties are satisfied, we will seek ways to continue our cooperation after one year passes.

What will be your responsibilities?

• Validation of credit risk measurement models (PD, LGD, EAD) for corporate and retail portfolios
• Validation of liquidity behavioral models
• Monitoring of existing models
• All of this while ensuring compliance with IRB requirements and the UniCredit Group methodology

What do you need for this role?

• Professional experience in modeling (development and/or validation), including data processing, is highly welcomed
• If you don't have direct experience with IRB modeling but possess skills in statistics, programming, and data processing, we encourage you to apply as well
• Proficiency in Czech/Slovak and/or English 
• Analytical thinking and punctuality
• Experience with SAS is advantage
• University degree in mathematics/statistics or economics is preferred

What do we offer in return?

• Full-time employment (40 hours per week)
• Maternity/paternity leave coverage
• Friendly team and informal atmosphere
• A range of benefits, including 30 days of vacation, sick days, discounted banking products, meal vouchers, and a generous cafeteria points