As a Head of EAD, LGD, IFRS9 modelling in UniCredit Bank’s credit risk modelling area, you have an unique opportunity to deal with diversity and complexity, and gather meaningful experience on the value creation and solving real banking problems by analytics.

You have the opportunity to be part of UniCredit family with long standing standards on the risk culture, regulatory compliance and sound business model. UniCredit Bank’s credit risk modelling team has a tradition of +15 years, period during which there have been built consistent methodologies, internal processes and infrastructure which support nowadays modern analytical and methodological setup.

On this role you will develop & coordinate specific credit risk methodologies, models and tools for the management of the credit risk parameters intended to be compliant for various purposes (e.g. decision, capital, IFRS9, stress tests, pricing, support for other credit operations, etc.).

What you’ll do on a daily basis?

• You will be exposed and gain experience from the analytics and use environment of various high default portfolios; as well as use environment of various low default portfolios;
• You will be hands on and coordinate the activities related to EAD & LGD & IFRS9 methodological concepts & modelling (data, design, modelling, formalization);
• You will provide feedback and methodological review related to the tools carried out by the team in order to achieve the company goals;
• You will be hands on and coordinate the end to end chain of events for the consistent model implementation (data, processes, business requirements, UAT, user support) for various use cases in the bank (e.g. decision, capital, LLP, stress tests, pricing, management reporting, support for other credit operations, etc);
• You will be hands on and coordinate the data quality activities/ deep dive investigations for the user support in order to preserve appropriate understanding and transparency on the live environment model related framework;
• You will communicate with various counterparts (internal, external, local, holding related) on a wide range of expertise in order to preserve solid model development/ maintenance/ implementation processes;

What we expect from you?

• Education: relevant university/ master degree in finance/ economics/ mathematics;
• Work experience: minimum 8 year of banking/ financial sector experience; minimum of 5 years of risk modeling experience, ideally in the dedicated areas;
• Knowledge of the legislation in force (banking regulations, including EBA, Basel II, III)
• Managerial experience: minimum 2 years can be an advantage;
• Willingness to learn and continuous develop modelling skills and knowledge;
• Computer skills: knowledge of SAS, databases, MS Office tools;
• Advanced level in English (both writing and speaking);
• Soft skills: professional discipline, problem solving, very good analytical, team player and flexibility, attention to details and structured approach;

Our offer to you:

• Flexible working time models, remote work
• 13th salary payable in December
• Annual performance based bonus
• Attractive career and training opportunities
• Additional benefits package (Medical care, meal tickets, banking benefits, additional days off, etc.)

Luam in serios protectia datelor, securitatea si conformarea cu legislatia privind protectia datelor cu caracter personal si a vietii private. Te invitam sa parcurgi intregul document privind prelucrarea datelor cu caracter personal inainte de a aplica, accesand urmatorul link: www.unicredit.ro/notificari/GDPR.pdf

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