Project manager (scormaker) of corporate business risks in Pershiy Ukrayinskiy Mizhnarodniy Bank, AT / PUMB

QUALIFICATIONS AND EXPERIENCE:

Required:

• Higher economic / financial / technical education ;

• Statistical analysis and modeling experience: Deep understanding of statistical methods, probability, econometrics.
• SQL knowledge: Ability to work with large volumes of data, including cleaning, processing and analysis .
• Experience with programming languages: Knowledge and experience of using R, Python, SAS for modeling and analysis.
• Experience with risk assessment models in corporate lending (including Low Default Portfolio).
• Knowledge and experience in documentation and risk management of models in the banking sector: including in accordance with the requirements of Resolution 64 of the NBU
• Experience in stress testing of the risk level: incl.  with the use of What if... scenarios for model risk assessment.
  
  

Desired:

• Understanding banking products and lending: knowledge of the banking sector and lending products.

Your ROLE:

• Development of risk management tools: Creation of scoring maps, decision trees, neural networks and other methods for assessing credit risk.
• 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 overall 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 (Exposure at Default) behavior of different client segments based on historical data.

 Why FUIB?

• One of the best employers in Ukraine
< li>Professional and friendly team
• Opportunity to participate in cross-functional projects
• Decent remuneration
• Constant development of competencies and opportunities for professional growth
• Medical insurance