Corporate risk project manager in Pershiy Ukrayinskiy Mizhnarodniy Bank, AT / PUMB

QUALIFICATIONS AND EXPERIENCE:

Required:

• Experience in statistical analysis and modeling, deep understanding of statistical methods, probability, econometrics

• Knowledge of SQL, ability to work with large volumes of data, including cleaning, processing and analysis

• Knowledge and experience using R, Python, SAS for modeling and analysis

• Experience with risk assessment models in corporate lending (ideally with Low Default Portfolio)

• Knowledge and experience in documentation and risk management of models in the banking sector

• Experience in risk level stress testing, risk assessment scenarios
  
  Desired:

• Implementation and tuning of ML and AI-based models for risk prediction
  
  

Your ROLE:

• Development of risk management tools: creation of scoring maps, decision trees, neural networks and other methods for credit risk assessment
• Validation and calibration of models: assessment of relevance and effectiveness of developed models, their regular updating in accordance with changes in the economic environment
• Strategic risk analysis: integration of risk tools into the bank's general risk strategy, analysis of the effectiveness of implemented strategies
• Credit risk modeling: Development and forecasting of PD (Probability of Default), LGD (Loss Given Default), and EAD models (Exposure at Default)
• Conducting stress tests: modeling stress testing scenarios to assess the impact of economic shocks on the credit portfolio
• Statistical analysis: analyzing the behavior of different customer segments based on historical data

 Why PUMB?

• One ​​of the best employers in Ukraine
• Professional and friendly team
• Interesting and dynamic project
• Worthy reward
• Continuous development competencies and opportunities for professional growth
• Medical insurance