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 Senior Specialist for our client in the banking industry. The selected candidate will become part of a team that collaborates with model development and validation teams to ensure the utilization of top-tier models.

Responsibilities:

Monitor existing credit risk models across all parameters (PD, LGD, and EAD) within both AIRB and IFRS9 frameworks;
Share knowledge and experiences within the team;
Communicate with stakeholders to secure optimal outcomes;
Draft insightful reports for stakeholders and document crucial information.

Requirements:

A minimum of 3 years of experience with IFRS9/IRB models, including development, monitoring, or validation;
Proficiency in programming languages such as SAS, Python, or R, coupled with expertise in data modeling, data preparation, and data quality control;
Higher education in fields such as econometrics, financial mathematics, quantitative financial economics, mathematics, statistics, or physics (preferred);
Comprehensive knowledge of IRB and IFRS9 models;
The ability to clearly and succinctly express ideas, facts, and opinions in English (C1 level or higher is required);
Skilled at identifying issues, analyzing key information, and connecting dots to devise effective solutions;
Demonstrated ability to achieve results efficiently, with a strong focus on meeting targets and KPIs.

Nice to Have:

Skills in providing strategic insights and advice to senior management;
Advanced knowledge of statistical techniques;
Experience in risk modeling within IRB/IFRS9 domains;
Familiarity with source/version control tools (e.g., GIT, Azure);
Professional certification (e.g., FRM, PRM, CFA, or CQF);
Experience with databases, data preparation, and data quality control.

What Our Client Offers:

Stable employment at a global company under an employment contract;
Opportunities to work on interesting international projects;
Access to the latest technologies;
A well-planned personal development path;
A training budget;
Complimentary English courses;
Private healthcare;
A MultiSport card;
Integration events;
An annual bonus;
Flexible working hours (start time between 7:00 and 9:00).

Credit Risk Model Monitoring Senior Spe...