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 credit risk models.
• Work on IFRS9 and stress testing models (accepted but less preferred).
• Create new credit risk models (most desirable).
• Validate and monitor models (acceptable but less prioritized).
• 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 (preferable), IFRS 9 or stress testing.
• 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 system
• Life insurance
• Unlimited access to learning platform
• Annual parties and other social events

Recruitment process:

• 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

Industries: Banking and Financial Services

Location: Warsaw, Mazowieckie, Poland