Job Details:

• Start date: 1.07.
• Duration: 1 year
• Remote vs Onsite: Fully remote, occasional in-person team sessions/workshops/gatherings (~1x/quarter) likely in Prague.
• Nice to have: Preferably working on-site from client’s Prague office
• Working hours: 8-17 CET

Project Description:

Client’s support Bank (multinational bank-insurance group) with number of initial IRB validations (PD, LGD, EAD models) and IFRS 9 models’ annual validations. The project operates under a team augmentation model, with our team integrating into bank’s validation teams. Client is assigned to specific validation projects overseen by bank personnel.
 

Scope:

You will work as a member of mixed client & Bank team on assigned credit risk model validation tasks according to detailed internal validation guideline. The work encompasses executing various statistical tests, data quality tests, assessing compliance of the developed model with internal guidelines and regulatory requirements, etc. The quantitative work is performed mainly in Databricks (Python / PySpark / SQL) and MS Excel. Detailed knowledge of applicable regulation (IFRS 9, CRR, EBA/ECB guidelines) is not required.
 

Requirements:

• An academic background in statistics, mathematics, data science, econometrics, economics, physics, engineering or similar
• At least 1 year of work experience in data analysis or credit risk modelling/validation (internships or academic projects also considered).
• Working knowledge of analytical and programming tools such as R, SAS, SQL, or Python, with the ability and motivation to further deepen these skills in a professional environment.
• Experience working with databases or data warehouses.
• Ability to follow and apply existing frameworks, reconciliation logic, and standardized data structures under guidance.
• Familiarity with translating analytical results into structured reports and presentations

Good to know before considering this project:

• We expect top notch delivery work. Also we are looking for the right mindset:
• Acting as a professional (quality, behaviour, work attitude)
• Detail oriented approach (adhering to ways of working, …)
• Ownership and responsibility (being responsible for your area and being proud of what has been done)
• Being able to present yourself / the work you or your team delivered
• Proactivity (actively communicating when you need something or you’re blocked, following up, helping others, etc)
• The team needs a “can do” approach type of people and “team players”
• Taking in the negative feedback constructively and being able to constructively give feedback (stating problem, suggesting improvements, stressing benefits)

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