Manager in Integrated Risk of Strategic, Credit & Integrated Risks Department( UniCredit Bank )

компания "unicredit bank" responsibilities stress testing of regulatory and economic capital adequacy (pillar i / pillar ii), including stress-test for cbr bottom-up exercise and recovery plan as well ad-hoc stress-testing to take managerial decisions implementation of internal capital adequacy assessment process (icaap) including control and further improvement of bank’s risk appetite framework data quality management communication with unicredit holding communication with regulator in the scope of icaap assessmentt requirements education: degree in quantitative field (math/ statistics/ physics) languages: english fluent experience working with large datasets, ms excel/sql/sas experience is required knowledge of probability theory and statistics knowledge of bank products and credit processes is desirable familiarity with basel ii requirements as well as cbr regulation is desirable experience in big 4 is an advantage