Senior Group Risk Modelling Specialist

Short Description

On behalf of our client, Addiko Bank, Manpower Serbia is searching for a motivated candidate to take the challenge and successfully fulfill the position of Senior Group Risk Modelling Specialist

Description

• Developing statistical models for key risk parameters such as PD, LGD, CCF, PPR, and NMD, covering both retail and non-retail portfolios.
• Gathering and preparing data for model development, including performing quality checks and descriptive analyses.
• Improving existing modelling methodologies in alignment with evolving regulatory standards (Basel IV, EBA Guidelines, CRR).
• Collaborating closely with colleagues within the modelling team and across subsidiaries to ensure consistency and knowledge sharing. 
• Coordinating and steering model-related activities across the Group, ensuring timely delivery and regulatory compliance.
• Linking model development processes to regulatory requirements, business strategy, and portfolio management objectives.
• Prioritizing model development projects and updates based on strategic relevance and regulatory timelines.

Requirements

• Academic degree in a quantitative field (e.g., Statistics, Mathematics, or similar).
• Extensive banking experience in credit or market risk modelling or validation.
• Expert-level understanding of regulatory frameworks for risk management (Basel IV, EBA Guidelines, CRR).
• Proven ability to develop statistical models for risk parameters (PD, LGD, CCF, PPR, NMD).
• Strong skills in data preparation, quality checks, descriptive analysis, and statistical modeling.
• Proficiency in SAS or R programming.
• Professional use of MS Office 365 tools.
• Excellent command of English (spoken and written).
• Ability to independently manage projects and coordinate initiatives across entities.
• Strong analytical skills, sense of responsibility, and attention to detail.
• Demonstrated team player with a service-oriented, proactive, and accurate approach.

• Prior exposure to retail and non-retail segments in risk modelling.
• Experience in portfolio management and aligning model development with business strategy.
• Familiarity with liquidity risk modelling and its integration into broader risk frameworks.
• Experience in group-level coordination and cross-entity collaboration.
• Ability to present model results effectively to stakeholders.
• Experience in methodology improvement and assessing model impact.
• Familiarity with project prioritization based on regulatory and strategic needs.