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Senior Model Risk Analyst

Práce na plný úvazek, práce na zkrácený úvazek
Informační technologie, Řízení rizik
Česká spořitelna, a.s.

Česká spořitelna is a large bank that gives its employees great opportunities. Become part of our team, which concentrates diverse talent, knowledge and experience. Learn from personalities who set trends and set the direction for Czech banking. Work in an inspiring environment with a friendly atmosphere. Develop your potential through creative workshops or professional training. Find a job that you really enjoy.

What will you be doing?

  • Completing independent validation and review of models 
  • Identifying model weaknesses and assessing soundness of the key assumptions influencing the function and output of models 
  • Contribution to Innovation in field of model risk
  • Propose the models improvements, building challenger models
  • Working with big data, programming (SAS, R, SQL, Python)
  • Producing high quality validation reports, clearly communicating all the above

What we expect?

  • Graduate degree in a subject such as Mathematics, Statistics, Economics
  • Mathematical thinking and ability to apply mathematical models to real-life situations.
  • Experience in either modelling or model validation, with a proven ability to understand modelling approaches and their strengths and weaknesses – (Senior position)
  • Experience with some statistical software (e.g. SAS, R, Python) and with databases (SQL) is an advantage,
  • Creativity, people skills and professional working attitude.

What we offer

  • Great opportunities for professional development in modelling and validation area
  • Opportunity to employ analytical skills in real life problems.
  • Very various work on a wide range of the models (no routine)
  • Personal development through wide range of the hard-skills and soft-skills trainings.
  • Friendly and mutually supportive team of mathematicians, statisticians and data enthusiasts
  • Healthy work/life balance.
  • Stable working environment in one of the largest banking groups in the region.

We offer some of the best benefits on the market:

  • 42 days off (25 days off, 5 Sickdays, 1 extra day off every month for a great work-life balance)
  • CZK 110 per day worked in meal vouchers - fully paid by the employer
  • Cafeteria 9 600 (Multisport card option)
  • preferential banking products
  • pension insurance contribution - up to CZK 28 800 / year
  • discounted mobile tariff, purchase of cars (Škoda, Opel, Volkswagen and others), purchase of electronics (Datart, Dell and others), purchase of tours (Čedok, Exim Tours, Invia and others), train travel - Leo Express, refreshments on Budějovická (KFC , UGO, Paul, Costa) and many more 

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Silvie Hrozová
Silvie Hrozová
Nacházet talenty, dávat jim šanci a zároveň se jimi nechávat inspirovat je to, co mě na mé práci nesmírně baví. Pohovor je pro mě dialog a setkání, při kterém si sladíme společná očekávání. U nás ve Spořce se specializuji na role v týmech řízení rizik. Pokud Vás nějaká pozice zaujala, neváhejte mě kontaktovat. Na rozhovor s Vámi se moc těším. Více