Credit Risk Model Validation Senior Specialist

We are looking for a Credit Risk Model Validation Senior Specialist for our client in the banking industry.

The person in this role will validate state-of-the-art models used for regulatory purposes (IRB), provisions (IFRS 9), and innovative decision models covering different portfolios and countries.

Form of employment: Employment Contract

Operation mode: Hybrid (1–2 office visits in Warsaw or Katowice per week)

Responsibilities:

• Assessment of credit risk models;

• Creation of high-quality validation reports;

• Collaboration with model owners and other stakeholders;

• Improvement of tools and methodology.

Requirements:

• Minimum of 3 years’ experience with credit risk models;

• Knowledge of statistical tools and modeling techniques;

• Programming experience in SAS, Python, or a similar language;

• A degree (MSc or PhD) in a quantitative or numerical field;

• English proficiency at B2 / C1 level.

Nice to have:

• Knowledge of IRB and/or IFRS9 models and regulations;

• Knowledge of underwriting models or early-warning systems;

• Experience in statistical modeling in other areas;

• Positive and constructive mindset;

• Ability to work independently and make decisions.

Our Client offers:

• Stable employment in a global company based on an employment contract;

• Work on interesting international projects;

• Access to the latest technologies;

• Well-planned personal development;

• Training budget;

• Free English courses;

• Private medical care;

• Individual and group insurance;

• MultiSport card;

• Integration events;

• Annual bonus;

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