Credit Risk Model Monitoring Expert

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.

Responsibilities:

• Monitor existing credit risk models;

• Share knowledge and experiences;

• Interact with stakeholders;

• Write reports and documentation.

• Development or redevelopment of credit risk models

Requirements:

• 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).