Medior Quantitative Analyst / Specialist – Credit Risk Model Development

We are looking for a Medior Quantitative Analyst / Specialist – Credit Risk Model Development to join our client's team in the banking industry.

The successful candidate will join a department responsible for developing risk models (including credit risk, operational risk, IRRBB, trading, and economic capital models) in cooperation with global and local offices.

Form of Employment: Employment Contract
Operation Mode: Hybrid (1-2 office visits per week in Warsaw or Katowice)

Responsibilities

• Develop and maintain IFRS9/AIRB models for clients' portfolios.

• Interact with stakeholders across various locations, departments, and seniority levels.

Requirements

• Experience in the development, maintenance, or validation of IFRS9/IRB models.

• Experience working with databases, data preparation, and data quality control.

• Solid knowledge of statistical inference and econometric methods.

• An academic degree in a quantitative field.

• Proficiency in coding (SAS/Python).

• Independent, creative, and proactive mindset.

• Efficient communication skills in English (B2/C1 level).

Nice to Have

• Professional certifications: FRM, PRM, CFA, or CQF.

• Experience with version control systems.

• Familiarity with Agile/Scrum methodologies.

What Our Client Offers

• Stable employment in a global company under an employment contract.

• Opportunities to engage in interesting international projects.

• Access to the latest technologies.

• Carefully designed personal development plans.

• A dedicated training budget.

• Complimentary English courses.

• Private medical care.

• Individual and group insurance.

• MultiSport card.

• Team integration events.

• Annual performance-based bonus.

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