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).

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.