Model Risk analyst – junior

Mám zájem
Mám zájem
Model Risk analyst – junior
náměstí Junkových 2772/1, 155 00  Praha-Stodůlky, Česká republika Práce na plný úvazek Řízení rizik Komerční banka
Volná místa173

Start your new career at KB!

Komerční banka (KB) is a member of Societé Générale group. KB is one of the bank leaders on Czech market and in the Central Europe. KB is universal bank covering all products and portfolios for individual retail, SME and corporate sectors. Due to experience of our specialists and know-how of our employees KB represents a benchmark in banking for all of its products and outstanding quality of our portfolio.

Your new job

  • Within a small expert team will start with a necessary training by your new colleagues where you can learn everything you need to know for your day-to-day activities. You will start first tasks under the supervision of a senior MRM analyst.
  • Model Risk Management (MRM) team controls all statistical and expert models that are used in contemporary banking (credit risk, ALM, IFRS9, granting models, …). We face a broad variety of models from classical one (logistic regression, decision trees) to AI driven models and the balance is naturally shifting toward AI. For classical models there are already developed methods how to understand and control the model. While for majority of AI-driven models the methods for having such models under control is not set. The sound methods of un-boxing so called black-box models is one of our advanced goals. When we test the model, we enjoy the method of developing challenger model to test the candidate model.
  • Beside of testing and un-boxing new models we are closely monitoring the performance of models that are installed on KB production. We are regularly checking models suitability for the given purposes and model compliance with growing regulation.
  • MRM KB is part of SG MRM and we got the opportunity to cooperate with our colleagues from USA, France, Russia and others. We regularly share our ideas and experience.

Our expectations are

  • That you got a university degree in math, technical or economic area (or you are close to receive one),
  • you got a knowledge of basic statistical methods,
  • you enjoy programming and data mining in whatever programming language. Btw, we usually speak in R, SAS, Python, GiT and we are fluent SQL speakers.
  • We are multinational team hence the communication in English is a must.
  • We expect you to be the same freak as we are, wishing to learn more and dig deeper in whatever circumstances and be a good team-player.
  • Basic understanding of banking products and processes especially in risk management area will be most welcome.

We offer

  • Background of a strong international banking group Société Générale.
  • Interesting and diverse work in an international environment with daily use of foreign languages.
  • Professional and team-oriented work environment.
  • Training and education support.
  • Good work-life balance (flexible working hours, home office).
  • Well-developed system of employee benefits (5-week holiday per year, 2 sick days, discounts on banking products, fully covered meal vouchers of 100 CZK/day, cafeteria system 6720 CZK/year, pension insurance contributions, company SIM card with optional family plan, phone allowance, employee life insurance etc.).
  • Interesting career development options with potential of personal growth and mobility within the SG Group.

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