Risk Modelling Analyst

Bancpost is a Top 10 Romanian bank, present for 25 years on the local market. It is the 5th brand in terms of public awareness within the banking sector, holds position 8 in deposits and the 8th place in lending (as a Group). With over 2.200 employees and a territorial network of 148 branches and 7 Business Centres, Bancpost is also one of the leaders of the local card market and has developed extensive networks of over 553 ATMs, 7,438 POSs and 192 APSs, providing convenient and permanent access to the Bank’s services. Bancpost is the exclusive partner in Romania of American Express® both on issuance and acceptance of credit cards, while at the same time is a Visa and MasterCard representative. Bancpost has invested significantly in developing various electronic channels of distribution, essential tools for the modern client. Fastbanking - the Internet Banking solution of Bancpost - is one of the best on the market, while FastMobile – the Mobile Banking solution – won the "Award for the highest value of transactions performed through a mobile banking service launched in 2014", within the Online Banking Awards Gala organized by FinMedia. Given its commitment to support Romanian performance and values, Bancpost became the Official Sponsor of the FRF (Romanian Football Federation) and of the National Football Team starting 2015.

Education:
• Strong quantitative academic background: University degree in cybernetics/ statistics, finance, mathematics or related field;

Professional Experience:
• Previous experience in banking system in Basel II/ III area (ICAAP, credit risk stress testing, credit risk modelling) is a plus;
• Minimal experience in the financial services industry (a good understanding and awareness of the regulatory framework for banks is desirable).

Desired Skills and Competencies:
• Good knowledge of statistical analysis, econometric modelling;
• Experience with SAS or SQL or other statistical programming software would be a plus;
• High level of PC literacy, especially in areas of complex data analysis and strong Excel skills;
• Fluency in business English;
• Excellent interpersonal skills including oral and written communication skills;
• Strong team player;
• Highly self-motivated, with an ability to work on own initiative within a challenging/dynamic work environment.

• Validation, monitor and update of existing credit risk scorecards and rating systems;
• Credit risk models development or enhancement to meet updated regulatory requirements ( i.e. IFRS9);
• Participation in credit risk stress testing models ongoing review and update;
• Support the implementation within the Bank of updated CRDIV credit risk related requirements (according to the ECB, Eurobank Group and the NBR related provisions);
• In all the activities he/she will receive the support of a senior.