Напиши текст вакансии для должности "Risk Models Validator". Название компании: "UniCredit Bank". Расположение: Москва. График работы: Полный день. Опыт работы: От 1 года до 3 лет. Ключевые навыки: 'Английский язык', 'Sas', 'Python', 'MS PowerPoint', 'Математическая статистика', 'Data Analysis', 'modelling'

You would be responsible for:  Validate local Bank’s risk systems; review components of credit risk model’s (PD, LGD, EAD), IFRS9 models, etc.; collect data from databases to perform statistical checks; analyze compliance with regulation (Basel II, IFRS 9, EBA) and UniCredit Group requirements. Participate in validation of rating and ICAAP process, IT aspects of rating systems, market risk models, IFRS provisioning. Present work through detailed validation reports in English; develop and prioritize constructive recommendations for rating system changes/ enhancements. Contribute to promotion of effective model development, use and validation practices within the Bank; build strong working relationship with key rating system stakeholders. Communicate with UniCredit Holding company (Italy) and fulfill joint validation project. Communicate with Regulator in the scope of IRB assessment.  Successful candidate should have:  Degree in quantitative field (Maths/ Programming/ Statistics/ Physics/ Finance/ Economics). English, at least upper intermediate level. Technical skills in R, Python or SAS. Experience in modelling, especially in financial industry in risk-management, will be a plus.  What we offer:  Office in the center of Moscow (remote work during the pandemic); Professional development opportunities with a leading international company; Medical insurance (incl. dentistry); Active corporate life (sports program, health days, corporate conferences, and much more with special well-being program).