Quantitative Credit Risk Specialist
ΑΘΗΝΑ, GR
At Alpha Bank we are shaping the future of banking in Greece.
Through our large-scale Transformation Program, we are changing the way we operate, the way we deliver results and the way we service our Customers.
- We understand our Customers’ needs and design experiences around them.
- We work in partnership and invite diversity of skills and perspectives.
- We are forward-thinking and drive continuous improvement.
- We make things happen; we execute quickly and focus on what is essential.
If you are a change enthusiast who sets ambitious goals and works with a sense of purpose, we want to get to know you!
Join our team #AlphaBank
#WeAreAlpha #EnablingProgress # AlphaCulture #ValuesThatLead #OneTeamOnePurpose
Purpose
Alpha Bank is currently seeking a Quantitative Credit Risk Specialist to join the Bank’s Credit Risk and Enterprise Risk Modelling team.
As a Quantitative Credit Risk Specialist, you will be responsible for utilizing advanced quantitative techniques to assess and mitigate credit risk. You should have a quantitative background, possess critical thinking and analytical skills, and be able to perform in a fast-paced environment delivering high-quality results in a timely manner.
What you will be doing
- Support the implementation of the Credit Impairment Policy and the individual activities of the relevant business areas and other Group Companies [Expected Credit Loss (ECL) Calculation].
- Calculate the expected loss for the portfolios that are part of securitizations, to validate the significance of the risk transfer.
- Contribute to drafting the Bank’s methodology for the calculation of the ECL and ensure its implementation.
- Prepare reports with credit risk cost estimation for the relevant Committees, for the publication of financial statements and for their submission to the supervisory authorities (FINREP).
- Prepare dedicated analysis (impact assessment, scenario analysis, forecasts) performed for decisioning purposes or planning (e.g. Business Plan, Budget etc).
What you need to have
- A Bachelor’s degree in Engineering, Finance, Econometrics, Statistics, Mathematics or in any other related field.
- A Master’s degree in any of the above disciplines is preferred.
- At least three (3) years of related work experience in credit risk systems or any related field in banking or consulting.
- Strong critical and analytical thinking skills.
- Ability to work under tight deadlines.
- Proficiency in the use of MS Office (Word, Excel, PowerPoint).
- Solid experience with statistical analysis tools (SPSS, Modeler etc)
- Experience with data visualization tools (e.g. Qlik view, Microsoft Power BI)
- Excellent command of the English language (both written and spoken).
- Continuous improvement/lifelong learning mindset.
What we offer
It’s all about our people. At Alpha Bank, you will enjoy:
- A friendly and collaborative working environment that supports taking initiative and action.
- A culture that centers around learning and continuous development and encourages everyone to bring their best self to work.
- The opportunity to challenge your thinking through your participation in complex tasks and transformation projects.
- Being part of a large organization with a leading role in the Greek economy and a strong presence in the community.
- Flexible working options.
- A competitive salary and benefits.
All applications will be acknowledged and treated in utmost confidence.