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Quantitative Risk Modeler for Regulatory Compliance
vor 1 Monat
Erste Group Bank AG is a leading banking group in Central and Eastern Europe, offering exciting career opportunities in an international environment.
Job SummaryWe are seeking a highly skilled Quantitative Risk Modeler to join our Model Methodology & Development team. As a key member of this team, you will be responsible for developing and maintaining statistical models with advanced modelling techniques to assess credit risk.
About the Role- Develop and enhance statistical models using random forests, gradient boosting, and other machine learning methodologies.
- Collaborate with cross-functional teams to ensure data accuracy and integrity.
- Stay up-to-date on industry developments, regulatory changes, and best practices.
- Present findings and recommendations to relevant stakeholders.
To succeed in this role, you will need:
- Advanced academic degree in a quantitative subject such as mathematics, statistics, economics, or computer science.
- Profound knowledge in applied statistics, machine learning with focus on predictive modelling and computation.
- Strong working knowledge of statistical software such as Python (or R) and data manipulation using SQL.
- Excellent communication skills in English and ability to work effectively in team environments.
We offer:
- A competitive salary of approximately €60,000 per year, depending on your qualifications and experience.
- An attractive remuneration package with performance-related bonuses.
- Excellent professional and personal development opportunities.
- A dynamic and supportive work environment with a strong focus on innovation and success.
- The opportunity to work with a diverse team of talented professionals from around the world.
Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe. We pride ourselves on being an attractive employer that offers equal chances to all employees, regardless of age, skin color, religious belief, gender, sexual orientation, or origin.
