We are seeking Senior Manager/Manager of Credit Risk Modelling team for permanent role in Prague, Czech Republic. Our client is an international Advisory corporation offering great opportunity for your growth and work on international projects.

Your primary role will be to lead team of Credit Risk Modelling Consultants and closely cooperate with internal Sales Department on new leads.   

This is a leadership position that works under minimal supervision and is responsible for development and implementation of credits and scorecards for clients across industries used for underwriting eligibility, pricing assessment, portfolio monitoring, economic analysis, and forecasting. Your duties will be to provide full-cycle leadership for credit risk models and scorecards including data acquisition, design, estimation, implementation, testing, and documentation. 

Location: your base will be in Prague, Czech Republic with projects across EU

Contract type: Full time employment - EU work permit is a must

Salary: Very interesting offering + bonuses! Our customer is one of TOP employers in Europe and is willing to appreciate and support your potential and skills.

Role specific requirements:

  • Master’s or higher in quantitative fields from top university. Mathematics, Statistics & Probability, Physics, Financial Engineering with Economics or Finance background preferred
  • Strong Knowledge of Asset Risk & Credit Risk life cycles required
  • Keen understanding of varies modelling methods and analytical techniques (logistic regression, survival analysis, Tobit regression, inflated beta, Bayesian model, Markov Chains Monte-Carlo simulation, KMV, CreditMetrics , CreditRisk+, CreditPortfolio View, Option Pricing and Derivatives, Greeks, Fixed Income, Interest Rates Derivatives, Swaps, Stochastic Calculus, Brownian motion, Probability, Forwards, Futures) as applied to the design, development and validation of risk rating models.
  • Ability to lead complex modelling projects efficiently and accurately under various conditions such as tight time frames, on remote assignment, using alternative toolsets, independently, collaboratively, etc.
  • Minimum 4 years’ experience leading development and implementation of statistical models
  • Experience supervising team preferred
  • Excellent written, verbal and presentation skills
  • Ability to interact confidently with senior business leaders using excellent verbal and written communication skills in technical and non-technical settings.
  • Ability to travel up to 75%

Interested in this opportunity for yourself or could you recommend me someone? Then APPLY NOW - please click on the APPLY NOW button and fill in the Application Survey. We will come back to you immediately to discuss next steps. Looking forward to hear from you!

Jitka