Luminor

Baltic risk modelling team

Risk model analyst

To develop and support in implementation of credit risk internal rating system and risk adjusted credit pricing approaches in the Baltic countries.

Key responsibilities:


• Development, maintenance and support in implementation of credit risk internal rating system
• Improvement of statistical and / or expert judgment based risk models
• Quantitative assessment of credit risk parameters
• Development of risk adjusted credit pricing approaches
• Further amendment of internal stress testing framework

Requirements for the position:

• Graduate from Mathematics / Statistics / Econometrics, Economics or Banking
• Excellent computer skills (statistical analysis packages like R, SPSS, SAS; knowledge of SQL, VBA as preference)
• Good knowledge of English: fluent in spoken and written communication
• Analytical thinking
• Good communication skills
• Results orientation and execution
• Ability to organize work in a group
• Work experience in related area and / or knowledge of banking credit products would be an advantage

Share on:
Region:
Rīgas
Harju
Vilniaus apskritis
Job type:
Permanent
Working hours:
Full-time
Working days:
Day
Application deadline:
31/08/2018
Location:
VIlnius, Riga, Tallinn

Luminor

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