Credit Risk Specialist

Responsabilitati:Use SAS to extract data and to produce monthly monitoring reports for both retail origination and retail portfolio.Performs specific analyses in order to explain credit risk evolution and proposes changes if needed.Performs simulations regarding the impact of changing one or more parameters in the subsequent evolution of indicators such as the acceptance rate and associated risk.Prepares specific materials for Retail Risk Committees and Risk Management Committees.Contributes to the process of developing and validating credit score models. Implements and tests the credit score models in the scoring engine.Drafts and / or reviews specifications for IT developments related to the department’s activity. Validates input received in the scoring engine from internal IT applications (e.g. Credit Bureau internal database, ANAF internal database).Participates to transversal projects related to credit processes for individual clients.Minimum job requirements:Good programming skills in SAS and proficiency in MS Office.Good data mining and statistical knowledge.Fast learner, detail oriented and very well organized.Good communication and presentation skills.Proficiency in English.Would be a plus:Knowledge of retail banking products.Knowledge of banking regulations (NBR and ECB) regarding financing retail clients.Programming skills in Python or R.Previous retail (both individuals and small business) credit risk management experience (good understanding of key credit risk indicators, statistical scorecards, credit origination policies etc.).BRD is committed to promote diversity, equity and inclusion. We are proud to offer a work environment where diversity of backgrounds, cultures, ideas and experiences boost innovation and creativity. Regardless of your identity, your application and competences will be considered objectively and fairly. BRD is an equal opportunities employer, offering career opportunities to applicants and employees regardless of gender, age, sexual orientation, disability, religion or any other individual feature.ENJOY A COMPREHENSIVE BENEFITS PACKAGE FROM ONE OF THE BEST EMPLOYERSHybrid working and flexible hoursA multinational and multicultural working environment with opportunities for developmentCollaboration in a professional environment with a team of specialists working with very new technologiesCompetitive benefits package: meal vouchers worth 30 lei, annual bonus of a basic salary, performance bonus, holiday bonuses, preferential banking conditions, contribution to the 3rd pension pillar, professional and personal development programs, medical subscription in the private health system, discounts at various partners and much more