Въведи своя e-mail и парола за вход, ако вече имаш създаден профил в DEV.BG/Jobs
Въведи своя e-mail и ще ти изпратим твоята парола
KBC Group Branch Bulgaria has been established in 2019. In 2020, a team of strong professionals – credit risk validators and software engineers- was established in Sofia to support credit risk model validations for KBC Group and all its subsidiaries (main countries: Belgium, Czech Republic, Ireland, Slovakia, Hungary and Bulgaria).
We are looking forward to hire a highly motivated, dynamic colleague, who will join our team taking the role of a python software engineer.
For risk management, KBC Group internally develops statistical models for managing credit risks (scorecards, Internal Rating-Based models, IFRS9 models). The model validation team focusses on the validation of these models. Validators check and challenge the models, both quantitatively and qualitatively. The overarching goal of every model validation is to allow for an adequate management of the model risk that KBC is exposed to. The result of a validation is an independent advice that is submitted for decision to the Chief Risk Officer or the Chief Financial Officer.
In order to perform validations efficiently, automated processes/procedures play a crucial role. Big data volumes have to be processed and numerous analyses have to be executed. This whole process is subject to evolving guidance from regulators (European Central Bank, national supervisors). KBC Group is now building its own tool to support these processes and is looking for software engineers who will maintain this tool and launch new automation initiatives going forward.
As a team member, you will have frequent international contacts within the KBC Group, and occasional contacts with external parties. It will allow you to develop a wide and interesting network, and gain insights into the global activities of KBC Group.
As a software engineer, you will take full ownership for the software used for model validations. This includes: