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Credit Risk Model Monitoring Senior Specialist

Warszawa, Polska

Tryb pracy

Hybrid

Rodzaj umowy

Umowa o pracę

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).

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.

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