Credit Risk Model Developer

Czym będziesz się zajmować?

• Contribute to credit risk model design, coding and testing, regulatory submissions and internal reviews.
• Lead AIRB and IFRS9 model monitoring and parameter development, depending on seniority.
• Coordinate with validation and audit teams and ensure compliance with regulatory standards.
• Lead model development, mentor junior staff and represent the team in regulatory discussions at expert level.
• Lead complex projects and engage senior stakeholders across risk, finance and compliance at senior expert level.
• Work in a hybrid model with access to the Warsaw office.

Kogo poszukujemy?

Key requirements

• At least 3 years of experience in quantitative risk modelling.
• Academic or professional experience in statistics, econometrics, data science or financial engineering.
• Familiarity with Basel AIRB and IFRS9 or willingness to learn.
• Comfort with SAS, Python or R and experience or interest in large datasets.
• Clear communication, thorough documentation and collaboration in cross-functional agile teams.

Nice to have

• Hands-on development, monitoring or validation of AIRB or IFRS9 models.
• Knowledge of banking portfolios and the credit risk model lifecycle.
• Familiarity with ECB, EBA or local regulatory expectations.
• Ability to explain complex concepts to non-technical stakeholders.
• FRM, PRM or CFA certification.

Czego wymagamy?

3 lata doświadczenia na podobnym stanowisku

Znajomości

• Modelowanie ryzyka kredytowego
• Komunikacja
• Praca zespołowa
• Dokumentacja projektowa

Mile widziane

• Statistics
• Ekonometria
• Data science
• Inżynieria finansowa
• SAS
• Python
• R
• Agile

Języki

• Polski
• Angielski

Jakie warunki i benefity otrzymasz?

• 10k-28k PLN brutto/m (Umowa o pracę)
• Umowa o pracę - Elastyczne godziny pracy (100%)
• Praca zdalna: Hybrydowo

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