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Credit Risk Modeling Lead
  • Warsaw
Credit Risk Modeling Lead
Warszawa, Warsaw, Masovian Voivodeship, Polska
Antal Poland
15. 11. 2025
Informacje o stanowisku

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Office attendance: 1-2 days per month in the office

Recruitment process: online

About your future employer:

Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Credit Risk Modeling Lead to join our Clients growing Credit Risk Modeling team.

Credit Risk Modeling Lead

Responsibilities:

  • Develop and enhance AIRB or IFRS9 credit risk models.
  • Validate and monitor models.
  • Conduct impact analysis on Risk‑Weighted Assets (RWA) and Expected Credit Loss (ECL).
  • Collaborate with internal Independent Model Review teams and ensure compliance.

Requirements:

  • Minimum 3 years of credit risk modelling experience.
  • Good exposure to credit model methodologies and data requirement for A-IRB or IFRS 9.
  • Background in financial institutions or consulting/audit firms.
  • A degree in Mathematics, Physics, Computer Science, or a related quantitative field.
  • Strong analytical and quantitative skills, including understanding mathematical algorithms.
  • Ability to think conceptually and apply knowledge proactively.
  • Strong problem‑solving skills and ability to explain credit risk concepts clearly.

We offer:

  • Opportunity for professional development in an international environment and for increasing your abilities and skills in various areas
  • Great atmosphere and comfortable working conditions.
  • Stable job and cooperation with friendly and high qualified team
  • Hybrid model of work, flexible working hours
  • Office located near city centre
  • Modern working environment (agile spaces, private quiet rooms and breakout areas)
  • Performance‑related bonuses
  • Private medical cover for you and your family
  • Multikafeteria systemLife insurance
  • Unlimited access to learning platform
  • Annual parties and other social events

Recruitment proces:

  • Short interview with Antal Consultant
  • Technical on‑line interview
  • On‑line meeting with Hiring Manager
  • Employment

Seniority level

  • Mid‑Senior level

Employment type

  • Full‑time

Job function

  • Finance
  • Banking and Financial Services

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