Centrul de Cariera ASE


Job description – Risk Modelling Analyst

Purpose of the Role:
Contribute and support the development, validation and enhancing of credit risk models used for credit risk assessment and stress testing.

Key Responsibilities:

  • Validation, monitor and update of existing  credit risk scorecards and rating systems;
  • Credit risk models development or enhancement to meet updated regulatory requirements ( i.e. IFRS9);
  • Participation in credit risk stress testing models  ongoing review and update;
  • Support the implementation within the Bank of updated CRDIV credit risk related requirements (according to the ECB, Eurobank Group and the NBR related provisions);
  • In all the activities he/she will receive the support of a senior.


  • Strong quantitative academic background: University degree in cybernetics/ statistics, finance, mathematics or related field.

Professional Experience:

  • Previous  experience in banking system in Basel II/ III area (ICAAP, credit risk stress testing, credit risk modelling)  is a plus;
  • Minimal experience in the financial services industry (a good understanding and awareness of the regulatory framework for banks is desirable).

Desired Skills and Competencies:

  • Good knowledge of statistical analysis, econometric modelling;
  • Experience with SAS or SQL or other statistical programming software would be a plus;
  • High level of PC literacy, especially in areas of complex data analysis and strong Excel skills;
  • Fluency in business English;
  • Excellent interpersonal skills including oral and written communication skills;
  • Strong team player;
  • Highly self-motivated, with an ability to work on own initiative within a challenging/dynamic work environment.

If you are interested in this challenge, send us your CV at hrconsultanta@bancpost.ro. Only selected candidates will be contacted for an interview.