Junior Financial Risk Data Scientist @Thessaloniki
Tasks
- Build credit scorecards
- Communicate technical insights to stakeholders
- Conduct economic capital modeling
- Design risk management frameworks policies and procedures
- Develop and validate credit risk models
- Develop and validate traded risk models
- Manage model data and data pipelines
- Monitor regulatory compliance for risk models
- Perform model risk management
- Run forecasting and stress testing
- Support IFRS 9 impairment modeling
- Support IRB capital modeling
Perks/Benefits
- Buddy onboarding
- Extra days of leave
- Hybrid work model
- Learning platforms access
- Mobile phone
- Parental allowances
- Private medical health insurance
- Sponsored certificates
- Ticket restaurant card
Skills/Tech-stack
Credit Risk | Economic Capital | Financial Mathematics | Forecasting | Generative AI | IFRS 9 | IRB | Market Risk | Microsoft Excel | Microsoft PowerPoint | Microsoft Word | Python | R | Risk Modeling | SAS | SQL | Statistical Analysis | Stochastic Calculus | Stress Testing
Education
Bachelor of Science | Master of Engineering | Master of Science | PhD
Regions
Countries
States
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