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;
Proven experience of risk measurement methodology and tools (credit risk, ICAAP, stress testing) ;
Detailed knowledge of rating models and Basel II/III regulatory framework ;
Very good English knowledge (both written and spoken);
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
