Állásajánlat megosztása

Hitelkockázati modellezési szenior szakértő

Dátum : 2021.07.14.

Hely: Budapest, BU, HU, 1031

Vállalat: OTP Bank Nyrt.


OTP Group is a key banking group in Central and Eastern Europe. We provide modern tools and a wide range of financial products to over 19 million clients in twelve countries. Our success—which is outstanding even in Europe—springs from the fact that our headquarters is located in the region as well as from our seventy-year history: we understand the needs of our clients well, we are open to innovation, and our development is supported by our predictable and stable operation. In order to reach our ambitious goals, we need colleagues who are motivated to achieve joint success and are able to develop in a complex and ever more demanding environment.


Risk Model Developer


Department Overview:

Analysis and Modeling Department provides support to OTP Bank and its subsidiaries in every analytical and modeling task concerning risk analysis. The Modeling sub-department is responsible for developing HQ models (Hungarian portfolio).

Primary Responsibilities:

  • Developing application and behavioural PD models
  • Estimating risk parameters (LGD, EAD, CCF)
  • Developing other decision supporting models (collection, fraud, etc.)
  • Discovering and introducing Machine Learning algorithms and Big Data techniques
  • Stress testing, regular and adhoc scenario analysis

Skills Required:

  • BSc/MSc in finance, economics, mathematics or informatics
  • Basic knowledge of statistical model development
  • Team player with strong interpersonal and communication skills
  • Logical thinking, interest in analytics , statistics

 Skills Desired:

  • Knowledge of state of the art modeling techniques
  • R or Python programming language
  • Basic knowledge of SQL (PL/SQL or MS SQL)
  • Knowledge of SAS Enterprise Miner/Guide, SPSS Modeler or other statistical modeling software is a plus


What we offer:

  • Competitive compensation package
  • Young, dynamic team
  • Cutting edge modeling software and algorithms

Fresh graduated applicants are also welcome.