Credit Risk Model Monitoring Senior Specialist

We are seeking a Credit Risk Model Monitoring Senior Specialist for our client in the banking industry. The selected candidate will become part of a team that collaborates with model development and validation teams to ensure the utilization of top-tier models.

Responsibilities:

• Monitor existing credit risk models across all parameters (PD, LGD, and EAD) within both AIRB and IFRS9 frameworks;

• Development or redevelopment of credit risk models;

• Share knowledge and experiences within the team;

• Communicate with stakeholders to secure optimal outcomes;

• Draft insightful reports for stakeholders and document crucial information.

Requirements:

• A minimum of 3 years of experience with IFRS9/IRB models, including development, monitoring, or validation;

• Proficiency in programming languages such as SAS, Python, or R, coupled with expertise in data modeling, data preparation, and data quality control;

• Higher education in fields such as econometrics, financial mathematics, quantitative financial economics, mathematics, statistics, or physics (preferred);

• Comprehensive knowledge of IRB and IFRS9 models;

• The ability to clearly and succinctly express ideas, facts, and opinions in English (C1 level or higher is required);

• Skilled at identifying issues, analyzing key information, and connecting dots to devise effective solutions;

• Demonstrated ability to achieve results efficiently, with a strong focus on meeting targets and KPIs.

Nice to Have:

• Skills in providing strategic insights and advice to senior management;

• Advanced knowledge of statistical techniques;

• Experience in risk modeling within IRB/IFRS9 domains;

• Familiarity with source/version control tools (e.g., GIT, Azure);

• Professional certification (e.g., FRM, PRM, CFA, or CQF);

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

What Our Client Offers:

• Stable employment at a global company under an employment contract;

• Opportunities to work on interesting international projects;

• Access to the latest technologies;

• A well-planned personal development path;

• A training budget;

• Complimentary English courses;

• Private healthcare;

• A MultiSport card;

• Integration events;

• An annual bonus;

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