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Scoring Analyst / ICAP GROUP

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Scoring Analyst / ICAP GROUP

Δημοσίευση από grstats Την / Το Παρ 4 Απρ 2014 - 19:19

Scoring Analyst / ICAP GROUP
ICAP Group – with €63 million revenues and 1.300 employees - is the largest Business Services Group in Greece. The Group operates in 5 major cities in Greece, maintaining at the same time a strong presence in Southeastern Europe via subsidiaries in Bulgaria, Romania, Serbia, Cyprus and Turkey. Following its acquisition in the beginning of 2007 from the SEEF Fund of Global Finance, the largest private funds company in Southeastern Europe, ICAP Group is rapidly developing into a multidisciplinary service provider, which has tripled its size. ICAP Group offers a wide range of services and products which are grouped into the following 4 major Business Lines: Credit Risk Services, Marketing Solutions, Management Consulting and People Solutions.

We are looking for an efficient individual who will work on statistical analysis and data processing. He/she will complement a team responsible for the development, monitoring and verification of credit risk methodologies and credit rating systems scoring. The right candidate will be reviewing models for conceptual soundness, challenging models to identify vulnerabilities and performing various testing and benchmarking as needed. Make recommendations about application process flow, and exceptional application reviews,(supported by empirical evidence) to Credit Risk Management. The position reports to the Business Information & Credit Ratings Manager.

Responsibilities:
Performing independent model validation and review of various quantitative models. Presenting model validation results
Checking conceptual soundness, model assumptions, mathematical logic in a team’s framework.
Performing stress testing, scenario, sensitivity, and other analysis jointly with other members of Business Information and Credit Rating division
Communicating with senior management
Staying up to date on local, regional and international treads in credit policy & credit scoring
Identifying policy discrepancy and submitting recommendations to Business Information & Credit Ratings Manager

Qualifications:
Bachelor's degree in Quantitative discipline (Statistics, Mathematics, Information Technology, Economics)
Master’s degree in Statistics / Operational Research / Risk Management, or a related field associated with quantitative analysis, statistical theory or applied mathematics
Experience of at least two years in a similar job including the use of applications for consumer credit rating and / or business .
Very good knowledge of statistical analysis software, preferably SAS, and MS Office (particularly Excel, Access)
Fluency in English required. Knowledge of another language is preferred
Desired Dealing with relational databases  and programming skills (SQL, R)
Desired knowledge of the regulatory framework on capital adequacy (Basel II) and the European Supervisory framework for credit rating agencies
Team spirit and problem solving skills

The Company offers:
A competitive remuneration package, along with excellent  opportunities for professional growth and advancement within a leading services organization with ambitious growth plans.
All information received will be treated with strict confidentiality.

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grstats

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