KBC Group is hiring an International Credit Risk Model Specialist

KBC Group is seeking an International Credit Risk Model Specialist to join the international modeling team in Belgium, located within CSOB Prague. In this role, you will be responsible for designing, managing, and reviewing credit risk models for KBC's credit products, which are critical for managing the credit process and calculating regulatory capital and impairments.

What You'll Do

• Gather data to build and test statistical models.
• Build models that predict the likelihood of client repayment and expected losses.
• Improve existing models by considering changes in regulations and portfolio evolutions.
• Work closely with colleagues who use the models and keep senior management, auditors, and supervisors informed.

What We're Looking For

• A Master's degree in economics, sciences, mathematics, or engineering.
• Strong analytical and communication skills.
• Interest in the banking sector.
• Team player mentality.
• Confident Python programming skills (numpy, pandas, matplotlib).
• Fluent communication in English, both written and oral.
• Ability to present complex issues clearly and in a structured way.
• Initiative to recognize problems and seek solutions.
• Results-oriented with proper handling of deadlines.

Nice to Have

• A PhD in economics, sciences, mathematics, or engineering.
• Experience in (credit risk) modelling.
• Knowledge of SAS or willingness to train.
• Advanced Excel skills.
• Experience or affinity for project management.
• Experience with machine learning.

Technical Stack

• Python (numpy, pandas, matplotlib)
• SAS
• Excel

Team & Environment

You'll be part of a diverse team spread across Brussels, Ghent, Leuven, and Prague, working as part of the KBC international modeling team in Belgium from the CSOB Prague office. The culture is built on a great team spirit, open communication, and a pleasant working atmosphere with opportunities for group-wide projects.

Benefits & Compensation

• A very attractive offer of education and development opportunities.
• Diverse career opportunities.
• Competitive salary package supplemented with advantages on bank and insurance products.
• Good work-life balance.
• Dynamical working environment with open culture and pleasant atmosphere.
• Pleasant and modern workspace next to Radlická metro station in Prague.
• 5 weeks of vacation.
• Multisport card.

Work Mode

This is an onsite position based in Prague, Czech Republic.

KBC Group is an equal opportunity employer.