Modelling in MS Excel / R / Python of PD, LGD models, stress-testing; market risks measurement models
Model Validation
Development of credit scoring / rating models
Development of quantitative financial risk measurement methodologies;
Validation of client's financial instrument pricing methodologies;
Valuation of complex financial instruments held by clients

Graduate or last year student (able to work full time) in Quantitative Finance, Data Science, Economic cybernetics, Econometrics, Mathematics
Knowledge of financial products and risk-management techniques (credit scoring, value at risk etc)
Strong analytical skills and ability to structure problems
Upper-Intermediate (B2) level of English proficiency, with strong written and verbal communication skills
Strong communication and social skills
High motivation, creativity and team player
Advanced processing data in MS Excel is a must
Programming skills (SQL, R, Python) are a plus
Experience in Risk-management / Finance in banks / fintech / insurance companies / consulting or software vendor focused on financial industry will be a significant advantage

Psychological support services (an increased number of consultations for mobilized employees, veterans, and those waiting for their return)
Medical insurance (with an enhanced insurance package for veterans)
29 calendar days of annual leave
5 additional paid wellness days
Well-being webinars, yoga classes, a book club, a women’s community, and a blood donors' community
The possibility to work remotely or from a comfortable office in the city center
Opportunities for charity and volunteering, support for vulnerable groups, care for animals, and a green office approach
Official salary with full tax contributions
Exciting challenges and transparent growth opportunities
Donations and contribution to our joint victory

Intern, Financial Risk Management

Key skills