In order to straighten our team, we are looking for the Modeling Group Competence Centre:

Senior Modeling specialist

Location: Belgrade

About you:

Your passion is data, knowledge and people. Your principles are simplicity, transparency and practicality. Your tools are common sense, unending curiosity and predictive analytics. Your leadership, client insight and analytical skills inspire others.

You are:

• An experienced data analyst?
• Driven to perform, passionate to know and serve the customers and develop yourself?
• Reference: 5JmVZywyKf9c1buKbpbuudqest7P3K4a8csevW-EfrI.

You know:

• How to see the story in the data and tell it to others?
• How to identify qualities or risk in companies and where to look for it in the data?

You want to:

• Enhance your analytical and modeling skills in an international environment in six different markets?
• Influence key business decisions of the whole bank?

Your main responsibilities:

• Building predictive models for Default (PD), Loss Given Default (LGD) and EAD, for High and Low default portfolios
• Ensuring that all Model Project are on track according to project plans
• Analyzing performance of credit portfolios of all Addiko Banks
• Working with all the Banks in Addiko Group to understand all possible data recorder on customers

• Analyzing Banks portfolio to understand their default rates encountered on different products
• Conducting statistical analysis to identify data items that predict a customers behavior
• Working with all banks in Addiko to ensure models are correctly implemented and aligned to specific bank process
• Develop probability to buy models for main products, utilization and price sensitivity models for selected products, models for client portfolio use optimization, review the models regularly

Requirements:

• Minimum 2 years experience in building Risk Models
• University Masters Degree in Statistics or other relevant subject
• Full understanding of Statistical techniques used in Modeling
• Minimum 2 years experience using Statistical Software (SAS or R)
• Strong knowledge of SAS programming is an advantage
• Excellent English skills, both written and spoken
• Advanced Excel and ideally experience of VBA and SQL

What we offer:

• Challenging position in an international environment
• International and dynamic business environment
• Professional and motivated team

Did you like this job ad? Do you think you are an ideal candidate for this position? If the answer is yes, please send us your application via Infostud by 09.03.2018.. Only shortlisted candidates will be contacted. By sending an application, candidates consent to the use of personal data by authorized persons of the employer, for the purpose of recruitment and selection of candidates.

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