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
As a Quantitative Credit Risk Specialist, you are responsible for utilizing advanced quantitative techniques to assess and mitigate credit risk.
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 (ECL Calculation).
- Perform in the calculation of the expected loss for the portfolios that are part of securitizations, to validate the significance of the risk transfer.
- Draft the Bank’s methodology for the calculation of the expected credit loss (ECL) and ensures 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.
- 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, Mathematics, Statistics, or related fields
- A Master’s degree in Engineering, Mathematics, Statistics, Finance or related fields (preferred)
- At least five (5) years of working experience in credit risk systems or a related field in banking
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.