Ogłoszenie opublikowane przez Professionals Group sp. z o.o. agencję zatrudnienia zarejestrowaną w KRAZ pod nr 23835 / Advertisement published by Professionals Group sp. z o.o. an employment agency registered in KRAZ under no. 23835.

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.

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).