Job expirat
- Develop quantitative model linking macro-economic indicators into risk parameters;
- Run such model on a regular basis to derive stress scenarios using inputs from the Economic Research;
- Liaise with the other colleagues in charge of implementing stress-tests in credit risk systems;
- Coordinate related projects, in conjunction with IT when appropriate ;
- Monitor and interpret risk profile and contribute to the implementation thereof ;
- Contribute to the regular assessments of the Bank’s capital adequacy policy as part of the Bank’s ICAAP ;
- Participate in the Bank’s efforts to ensure ongoing compliance with its framework of best banking practice in the area of risk management ;
- To prepare monthly reports on main variation of the bank’s indicators;
- University degree in a quantitative subject (e.g. Mathematics, Statistics, Finance), with relevant exposure to Risk Management / Economics, with a quantitative background. Post-graduate studies in one of these subjects would be an advantage;
- Minimum 4 years relevant professional experience, ideally gained in Risk Management field;
- Proven experience of risk measurement methodology and tools (credit risk, ICAAP, stress testing) ;
- Detailed knowledge of rating models and Basel II/III regulatory framework ;
- Statistical Package:EViews, Stata, Matlab;
- MS Office proficiency (Excel, Access);
- Efficient, self-confident person;
- Able to focus under pressure and meet strict deadlines;
- Constructive thinker, communicative, reliable with a high sense of responsibility and integrity;
- Analytical skills and correlation capabilities, attention to details;
Volksbank Romania, detinuta de Volksbank International (subsidiara a Osterreichische Volksbanken – Aktiengessellschaft -OVAG)), a devenit operationala pe data de 8 mai 2000. In buna traditie a bancii austriece pe care o reprezinta, Volksbank Romania si-a indreptat inca de la inceput atentia spre nevoile si interesele persoanelor fizice si intreprinderilor mici si mijlocii oferind produse si servicii de calitate.
“Increderea ne uneste” – sloganul grupului – reflecta parteneriatul pe care se bazeaza banca noastra in relatia cu clientii
