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Regulatory Senior Risk Data Scientist

Ref Number 2022.11.01 Regulatory Senior Risk Data Scientist, UCFin

Published on 19.05.2021
Valid from 19.05.2021 to 11.04.2023

Department CEE Regulatory and Managerial Models Governance Unit
City Sofia


At UniCredit, we explore bold, innovative ideas, delivering products and solutions that enable people to live more successful and fulfilling lives. Our ambition is to be the Bank for Europe's future - and we look for people who are willing to walk with us in this direction.

Our business creates investments, resources, and new opportunities that drive our employees' growth by providing a unique and dynamic professional journey. We want you to bring your talents and strengths to the team and create a meaningful career that gives back as much as you achieve.


    We are currently looking to fill in the position of Regulatory Senior Risk Data Scientist for the Centralized Modelling unit having team members across CEE, situated in Sofia, which is reporting to UniCredit Group Holding in Italy and provides services to UniCredit Banks in Central and Eastern Europe.

    • Participating in model development projects for CEE markets;
    • Conducting statistical analysis and programming using statistical software;
    • Assuring accuracy and integrating supplied data;
    • Being one of the country referents for UC CEE Banks supporting local modelling team in model development activities and providing solution on methodological topics;
    • Steering the application of Group Standards at Group level;
    • Coordinating workflow for the Group initiatives in model development and maintenance areas for the dedicated country.
Required Qualification
    • Strong quantitative skills: graduate/master in mathematics, statistics, econometrics, informatics or related fields;
    • Experience in adoption of credit risk regulations/standards into operations;
    • Experience in development or auditing of PD, LGD, EAD or IFRS9 models will be considered as strong advantage;
    • Technical skills in one of the following tools: SAS, R, Python, Matlab;
    • Eager to learn, drive innovation and share knowledge;
    • Strong communication skills;
    • Proficiency in Excel;
    • Fluent English.
Job Details
    • Place of work: Sofia, Bulgaria;
    • If you are interested in the above-mentioned position, please send a motivation letter and a detailed CV.

    Only shortlisted candidates will be invited!
    The submission of personal data is voluntary, its processing, use in the recruitment process and safe-keeping will be in compliance with the provisions of the Law for protection of personal data. “UniCredit Bulbank” AD in its capacity of administrator of personal data ensures full protection of the personal data confidentiality.