Head of modeling and data analysis of model risk management in Ukreksimbank, AT

UKREXIMBANK invites you to participate in the competition for the vacancy of Head of modeling and data analysisRisk Management Department

With us you will get:

• Work at the State Export-Import Bank;
• Official employment;
• Medical insurance;
• Additional days of calendar vacation;
• Access to education and training programs;
• Wide opportunities for professional development.

Functional duties:

• Validation of existing risk assessment models, in including review of applicability and conceptual validity/evaluation of model assumptions;
• Preparation of reports based on validation results, including regarding the quality of the model and the need for its revision (taking into account the statistical tests performed);
• Maintenance of the register of models, annual update of the register and risk assessment of models;
• Setting up of the data accumulation system (database) for construction of new models.

Our expectations:< /p>

• Higher education: economic, mathematical, statistical;
• Experience in modeling and data analysis from 1 year ;
• Software skills: R, Python, SQL;
• Logical thinking.

Please send detailed resumes indicating the job title and desired salary level.

We carefully consider each resume received. If you haven't heard back within 14 days, it means we don't currently have any vacancies that match your experience and qualifications.