Calculating, analyzing and reporting risk figures for regulatory, economic and accounting purposes (RWA, EL, IFRS9)
Performing impact analyses on RWA (both IRB and STA methods) and loan loss provisions
Implementing new requirements coming from business departments and regulators with regards to risk figures calculation and reporting (eg. CRR3, EBA GL, IFRS9)
Being involved in reporting chain (interface to finance department)
Ensuring data quality of inputs and outputs regarding risk figures calculation
requirements-expected :
Master degree in economics, finance & accounting, econometrics, mathematics, or related field
Minimum 3 years of professional experience in banking (risk or audit department)
Knowledge of credit risk management and banking regulations (CRR3, IFRS9, EBA GL)
Very good knowledge of SQL/SAS with experience in analysis of huge data sets
English C1 level – it is our business language
offered :
Remotely or hybrid on Wersalska 6 street (Łódź)
Of course, we offer Development Plans for employees, Medical Care Package, Life insurance, flexible working hours, integration events and much more
benefits :
private medical care
sharing the costs of professional training & courses
life insurance
remote work opportunities
flexible working time
integration events
corporate sports team
retirement pension plan
preferential loans
no dress code
video games at work
coffee / tea
leisure zone
pre-paid cards
redeployment package
employee referral program
extra leave
Multisport
Skills@Work - personal & professional development program
Employee Assistance Program (psychological support)
