credit risk management specialist

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• Assess the financial group’s expected credit losses in accordance with IFRS 9 requirements
• Conduct credit risk stress testing, including microprudential and reverse stress testing, and scenario analyses; assess the probability range of stress situations and ensure backtesting of results
• Assess the credit risk factor for loan pricing
• Develop and optimize databases related to customer credit risk assessment, collect relevant data, and use it to conduct credit risk analyses
• Analyze credit risk levels for individual customers and the Bank’s portfolio using mathematical and statistical models and methods; maintain and automate these models
• Develop automated performance assessment and backtesting systems for credit risk systems and models
• Participate in setting credit risk limits and targets, and develop a periodic monitoring system to track them
• Identify and assess potential credit risks related to the introduction of new financial instruments, and propose mitigation and prevention measures

• Bachelor’s or master’s degree in data science, mathematics, statistics, or quantitative finance
• Ability to develop statistical and econometric models
• Knowledge of backtesting, benchmarking, stress testing, and sensitivity analysis methods
• Python and SQL skills for working with models and data
• Ability to work with statistical software packages and large databases
• English proficiency (B1)
• Russian proficiency (B1)

• Annual bonus
• Annual salary review
• Medical insurance
• Team-building and corporate events
• Local and online training
• “Baby born” package
• Company performance-based bonuses
• Sport package
• Annual social package
• Holiday allowance/reward
• Professional development reimbursement
• Personal accident, death, and illness insurance
• Time off
• Equal labor relations