As Credit Risk Stress Test Specialist, you will be responsible for the calculation of Expected Credit Loss, the research and development of risk models in the context of the calculations of Pillar I and II and the implementation of internal and supervisory simulations Stress Tests. What you will be doing • Support the execution activities for ICAAP regarding Credit Risk, including assessment under economic and normative perspectives. • Support the execution activities for Stress Test regarding Credit Risk, including internal or supervisory exercises. • Participate in the development of appropriate methodologies and procedures. • Prepare specifications for the calculation Infrastructure. • Perform quantitative analysis for the interpretation of the results or methodological assumptions. • Participate in the preparation of the submission packages as well as the relevant documentation. • Prepare presentations of the results to the Bank’s Committees. • Participate in the review of Pillar I RWA calculation for Credit Risk to ensure quality assurance on the regulatory metrics. • Participate in the review of Pillar II methodologies regarding Credit Risk, including Securitization Risk. What you need to have • A Bachelor’s degree in Finance, Economics, Econometrics, Statistics, Mathematics or in any other related field. • A Master’s degree in Finance, Economics, Statistics, Mathematics or in any other related field. • A minimum of three (3) years of relevant working experience in ICAAP and Stress Tests in Credit Risk. • Professional qualification such as Financial Risk Manager (FRM) or Professional Risk Manager (PRM) will be considered an asset. • Ability to work under tight deadlines, prioritize and handle multiple assignments. • Strong presentation skills. • MS Office literate. • Excellent command of the English language. • Continuous improvement/lifelong learning mindset. What we offer · A friendly and collaborative working environment that supports taking initiative and action. · A culture that centers around learning and continuous development and encourages everyone to bring their best self to work. · The opportunity to challenge your thinking through your participation in complex tasks and transformation projects. · Being part of a large organization with a leading role in the Greek economy and a strong presence in the community. · Flexible working options. · A competitive salary and benefits. All applications will be acknowledged and treated in utmost confidence. Send you CV at [email protected] adding the phrase "Rebrain" | position title on the email subject.