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Scorecard Development Officer - Retail Risk Division/ Methodology & Assessment Department

Statistical model developer officer is established under Methodology and Assessment Department, for the purpose of statistical analysis, rating models development, implementation and monitoring.

Duties:
•Statistical analysis on the credit risk historical data for predictive purposes.
•Development of rating / risk models in statistical environments
•Estimation of risk parameters (PD, LGD, EAD/CF) in accordance with the regulatory requirements.
•Implementation of new models in related systems.
•Quarterly Performance Monitoring and review of the developed models
•Documentation of credit scoring models in accordance with Group requirements.
•Maintains correspondence with HO with regard to models developed and new methodologies introduced;
•Collaborates with the other stakeholders to ensure proper understanding and utilization of statistical models.

Requirements:
•University Degree in Business Informatics, Information Technology, Mathematics or Economy;
•Knowledge of Business Intelligence modeling and techniques.
•Very good knowledge of Statistical Modeling Tools (SAS, SPSS)
•Knowledge in the areas of bank credit risk and capital management (Basel II/III),
•Subject matter expertise in performing data mining and statistical analysis.
•Knowledge of processing data from different sources
•An in-depth understanding of statistical principles, in particular those related to predictive modeling
•Business experience in the implementation and usage of risk models
•Very good analytics skills
•Excellent interpersonal skills; creative & flexible
•Very Good command of English;

The interested candidates must present to the Human Resources and Training Division, within 06 June , 2017, the following documents:
•Cover Letter
•Detailed CV

The documents must be sent to the following address:E-mail: recruitment.hr@raiffeisen.al

Only the candidates selected for the interview shall be informed. For further detail, please address to the Human Resources & Training Division in Raiffeisen BANK.

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