Vodeći analitičar za metodologije vrednovanja i validacije

About the role

The bank is looking for a Lead Analyst to design, validate and maintain valuation and risk‑modeling methodologies. You will work closely with cross‑functional teams to ensure robust model governance and support the bank’s risk‑management framework.

Key responsibilities

• Establish a validation framework and independently conduct validation activities for IRB‑oriented models.
• Define guidelines, develop and maintain non‑IRB models (e.g., MSFI‑9, internal capital, IRRBB).
• Design techniques and methods for valuing financial instruments.
• Apply advanced statistical methods on large data sets.
• Build and maintain the infrastructure for model implementation, monitoring and upkeep in collaboration with other bank teams.

Required profile

• University degree (preferably in mathematics or a related field).
• Minimum 3 years of relevant experience, preferably in banking.
• Familiarity with credit‑risk model development and validation (PD, LGD, EAD).
• Knowledge of valuation methods for financial instruments.
• Strong analytical mindset, meticulous work style and ability to work independently.

Required skills

• SQL
• Excel
• R (RStudio)

What we offer

• Dynamic team environment with professional development opportunities.
• Flexible working hours, remote‑work option and shorter Fridays.
• Additional health insurance, wellness discounts and psychological counseling.
• Seasonal bonuses, gifts for special occasions and preferential loan rates.
• Structured onboarding program with training, a buddy system and a welcome day.
• Community initiatives such as paid days for blood donation and volunteering.