Credit Risk Model Developer (Expert/Senior Specialist)

We are seeking a Credit Risk Model Developer (Expert/Senior Specialist) to join our client’s team in the banking industry.

The successful candidate will become part of an international team of risk modeling and monitoring enthusiasts. The team works agilely to deliver state-of-the-art, robust solutions that align with regulatory requirements. You'll join a group of open-minded professionals who enjoy simplifying complex problems into clear and accessible solutions.

Hybrid ( Warsaw/Katowice)
Employment Contract

Responsibilities:

• development of PD, EAD, LGD IRB / IFRS9 models in Retail / Wholesalebank,

• be part of credit risk models life cycle: data sourcing, model development and annual monitoring, model implementation and support model validation and audit reviews (internal and external).

• share knowledge and expertise,

• collaborate with internal Model Validation Unit during model development, model monitoring and review processes.

• interact with stakeholders,

• write reports / model documentation.

Requirements:

• ​​​​​have at least 3- 5 years of experience with: development IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,

• have MSc in mathematics, econometrics, statistics or a similar quantitative field,

• have sound knowledge of statistical inference and econometric methods,

• have extensive knowledge of IRB and IFRS 9 models,

• good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy,

• have an ability to clearly and succinctly express ideas, facts and opinions,

• have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,

• complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs

• English proficiency at C1 level

You'll get extra points for: ​

• experience in being a sparring partner/advisor to Senior Management,

• knowledge of and experience with advanced statistical techniques,

• knowledge of AIRB/IFRS9 regulations,

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

• professional certification FRM/PRM/CFA or CQF,

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

What Our Client Offers:

• Stable employment in a global company under a permanent contract

• Opportunities to participate in engaging international projects

• Access to cutting-edge technologies

• Clear and structured personal development paths

• Dedicated training budget

• Complimentary English language courses

• Private healthcare

• MultiSport card

• Regular team integration events

• Annual performance bonus

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