Обязанности:
Job description: Position is focusing on organization of the department’s workflow within the processes related to IFRS9, ECL/PD/LGD modelling, provisions management, DWH development and Senior Management reporting Candidate should understand the specifics of Banking sector, how to establish business processes from scratch and effectively communicate within the organization and external supervisors. Key tasks: On-board data analysts team up to 5 FTE; Establish transparent process of monthly reporting and root-cause analysis of the Cost of Risk changes; Elaborate ECL calculation function transfer from Finance to Risk division with proper authority matrix establishment; Review legacy methodology and align it with EU and best practices; Be the part of DWH and BI development and cover the needs of the Department; Develop ECL/PD/LGD, portfolio forecasting models. Must have knowledge: IFRS9 standard and Staging concepts; Risk management practices and concepts; Mathematical statistics, Econometrics. Skills: Business processes structuring; Communication and negotiations; Modelling and Forecasting; Presentations and materials preparation. IT skills: Proficiency in SQL (window functions, procedures); Proficiency in Excel, PPT; Python knowledge/experience is a plus. Languages: English – fluent; Russian knowledge is a strong plus. Education and Experience: Higher education with preference to economics, mathematics, technical fields; Leading university in the country of education; 3+ years of overall working experience after graduation, 2+ years of Banking/CB experience. Conditions: on-site, Tashkent. Start: immediate is preferred.Похожие вакансии