(Москва, ЮниКредит Банк) Risk Modelling Expert (international team)

UniCreditBank is a commercial bank, operating in Russia since 1989. The Bank benefits from its strong position in the large Russian corporate finance market and sustainable retail banking business. UniCreditBank operates under General Banking License No1 of Central Bank of the Russian Federation and is a member of UniCreditGroup with headquarters in Milan, Italy.
Overall responsibilities
  • Projects are related with managerial and operational modeling and regulatory modeling;
  • Credit risk model development (PD, LGD, EAD);
  • Participation in IFRS 9 project;
  • Liquidity/ interest rate risk behavioral modelling;
  • Participation in integrated balance sheet modelling project: developing holistic models for assets and liabilities structure, income, risk metrics and regulatory ratios volution;
  • Сlose communication with local and Group Risk team is assumed.
  • Outstanding academic records;
  • Strong quantitative skills: graduate/ master in quantitative finance, mathematics, physics, statistics, econometrics, informatics, financial engineering or related;
  • Fluent English;
  • Strong analytical and technical skills (experience with software such as: SAS, R, Python or Matlab);
  • Eager to learn, drive innovation and share knowledge;
  • Geographically mobile: willing to travel and be open for work opportunities abroad (participations in different projects in other countries).
  • Сurrent location is Moscow, metro station Park Kultury;
  • Voluntary health insurance, inc. dentistry;
  • Vacation of 34 calendar days;
  • Corporate programs.
Apply your CV to Anna.Sandyreva@unicredit.ru

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