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).

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

Medior Quantitative Analyst / Specialist - Credit Risk Model Development