top of page

Credit Risk Model Monitoring Expert

Warszawa, Polska

Tryb pracy


Rodzaj umowy

Umowa o pracę

We are seeking a Credit Risk Model Monitoring Expert for our client in the banking industry. The selected candidate will become part of a team specializing in the monitoring of IFRS9 and IRB wholesale and retail models.


  • Monitor existing credit risk models;

  • Share knowledge and experiences;

  • Interact with stakeholders;

  • Write reports and documentation.


  • A minimum of 5 years' experience in the development, monitoring, or validation of IFRS9/IRB models;

  • A minimum of 5 years' experience with programming (e.g., Python, SAS), databases, data modeling, data preparation, and data quality control;

  • The ability to perform tasks and deliver results efficiently, timely, and of high quality, with a focus on meeting and exceeding targets and KPIs;

  • A sound knowledge of statistical inference and econometric methods;

  • A Master’s degree in mathematics, econometrics, statistics, or a similar quantitative field;

  • The ability to clearly and succinctly express ideas, facts, and opinions;

  • The ability to identify problems by analyzing key information and making connections, in order to find appropriate solutions;

  • Proficiency in English at the C1 level – essential.

Nice to have:

  • Experience as a sparring partner/advisor to Senior Management;

  • Knowledge of and experience with advanced statistical techniques;

  • Familiarity with AIRB/IFRS9 regulations;

  • Experience with version control systems (e.g., GIT);

  • Professional certification (FRM/PRM/CFA or CQF);

  • Experience with databases, data preparation, and data quality control.

Our Client Offers:

  • Stable employment in a global company based on an employment contract;

  • Engagement in interesting and international projects;

  • Access to the latest technologies;

  • A thoughtful personal development plan;

  • A training budget;

  • Free English courses;

  • Private medical care;

  • A MultiSport card;

  • Integration events;

  • An annual bonus;

  • Flexible working hours (start time between 7:00 and 9:00).

Ogłoszenie opublikowane przez Professionals Group sp. z o.o. agencję zatrudnienia zarejestrowaną w KRAZ pod nr 23835 / Advertisement published by Professionals Group sp. z o.o. an employment agency registered in KRAZ under no. 23835.

bottom of page