Risk Analyst

At blu Bank we are looking for a skilled Risk Analyst to join our team. In this role, you will be responsible for analyzing, evaluating, and monitoring various financial, credit, and operational risks. By leveraging statistical models, machine learning algorithms, and financial data analysis, you will help predict and control customer defaults, financial fraud, and potential crises. Your work will directly contribute to minimizing potential losses, optimizing lending processes, and enhancing risk management quality in line with Basel II, Basel III standards and Central Bank regulations.

Responsibilities:

• Analyze and evaluate customer credit risks using financial data and deposit balances.
• Model and forecast Probability of Default (PD) and Expected Loss (EL) using R or Python.
• Analyze customer financial trends and provide recommendations for optimizing lending processes.
• Calculate key risk indicators, including Value at Risk (VaR), Loss Given Default (LGD), Liquidity Coverage Ratio (LCR), and Net Stable Funding Ratio (NSFR) to assess the bank’s liquidity and financial stability.
• Prepare periodic analytical reports for senior management and the board of directors.
• Ensure compliance with regulatory requirements and Central Bank rules in risk management.

Qualifications:

• Related Master’s degree from a reputable university is an advantage.
• Degree in Mathematics, Statistics, Economics, Computer Science, or Industrial Engineering.
• Prior experience in financial institutions or IT companies related to financial sectors is necessary.
• Strong statistical knowledge for data modeling.
• Proficiency in Microsoft Office and MS SQL.
• Working knowledge of databases.
• Proficiency in programming languages like R or Python.
• Familiarity with Machine Learning concepts.
• Intermediate proficiency in English (Finance-specific terminology).

Benefits:

• Work-from-home option
• Flexible working hours
• Training courses and professional development opportunities
• Military service project (Limited)
• Supplemental health insurance
• Team-building budget
• Performance-based bonuses
• Loans
• Lunch subsidies
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