Risk Assessment Specialist
4 dni temu
Aion Bank is a fully regulated European bank and credit institution that combines cutting-edge technology with its ECB banking license, balance sheet, and regulatory expertise to offer a comprehensive suite of embedded banking products.
We are currently seeking a Credit Risk & ECL Analyst to join our team and contribute to the development of our innovative banking solutions.
Key Responsibilities:
- Conducting advanced risk provisioning calculations and fair value valuation for credit financial instruments
- Defining and implementing policies and methodologies for ECL calculation, ensuring compliance with IFRS9 and EBA regulations
- Developing and maintaining IT systems/tools supporting ECL and fair value estimation, leveraging knowledge of SQL, Python, and data analysis techniques
- Performing stress tests and economic capital calculations in the area of credit risk, using statistical models and machine learning algorithms
- Maintaining and validating input data, assumptions, and parameters used in provisioning calculations, ensuring accuracy and efficiency
- Collaborating with other teams to ensure timely and compliant reporting, utilizing visualisation tools like Looker and Reporting Services
- Automating data workflows and reporting processes for enhanced productivity and reduced errors
Requirements:
- Bachelor's or Master's Degree in finance, statistics, computer science, mathematics, econometrics, or a related field
- Strong knowledge of IFRS9, EBA regulations, and fair value measurement under IFRS
- Experience in data analysis, modelling, and programming, particularly in Python and SQL
- Fluency in English and excellent communication skills
- Ability to work in a dynamic environment and adapt to changing requirements
What We Offer:
- A competitive salary package and flexible contract terms
- An Individual Development Budget for professional growth and skill enhancement
- A modern working environment with Apple MacBook equipment and a Multisport card
- Private medical care, including dental treatment and hospitalisation packages
- A range of benefits, including psychological consultations and healthy snacks/lunches
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