Risk Management Specialist/ Supervisor

vdf grup

We are looking for team members who are curious in analytics of consumer finance in terms of auto loans and fleet business. Are you enjoying to refine data and make them accessible? Are you enjoying to generate narratives from data and put in use the analytics you develop? How about doing all this under the framework of credit risk analytics? Actually, not only the credit risk is our concern, we focus on other financial risk analytics such that interest rate, fx rate risk.  Come join our team. We are recruiting specialists for the Risk Management team.

The candidates will have the chance to be a member of a team where continuous improving takes place and will be blending knowledge of different disciplines under the roof of Risk Management such that methodologies and analytics applied for credit risk, market risk, operational risk and information technologies.

The role requires knowledge of coding ability in SQL, SAS and Phyton and curiosity to meet business knowledge with risk management tools.

Main Responsibilities:

•Developing and monitoring credit risk models (application and behaviour scorecards) and risk parameters (PD,  LGD, EAD) for IFRS9

•Designing, developing and deploying effective and efficient customer decision strategies. PCSM knowledge is an asset.

•Appling risk metrics related with FX & interest rate and liquidity risk management

•Monitoring the risk profile of the portfolio, analysing and proposing changes to acquisition strategies and customer affordability assessments, as appropriate

•Tracking HQ risk management framework to align applied methodologies and to get involved to global projects

•Prepare periodical and ad-hoc reports

Required Skills and Experience:

•Minimum two years’ analytical experience in the banking sector risk management domain is preferred. 

•Experience of extracting, manipulating and analyzing data using SAS/SQL ( or similar data tools such as R and Python)

•Strong statistical modelling experience

•Proficiency in Excel, Word, and PowerPoint and presentation techniques

•Advanced English (reading, writing, speaking)

•Strong interpersonal skills to communicate with internal and external (HQ) parties in a professional manner