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Credit Risk Modeling Lead
  • Warsaw
Credit Risk Modeling Lead
Warszawa, Warsaw, Masovian Voivodeship, Polska
Antal SSC/BPO
3. 11. 2025
Informacje o stanowisku

Credit Risk Modeling Lead

Miejsce pracy: Warszawa

Rekrutujemy dla

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.

Twój zakres obowiązków

  • 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.

Wymagania pracodawcy

  • 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.
  • Python Programming skill
  • Ability to think conceptually and apply knowledge proactively.
  • Strong problem-solving skills and ability to explain credit risk concepts clearly.

Pracodawca oferuje

  • 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)
  • Competitive salary
  • 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

Benefity

  • dofinansowanie zajęć sportowych
  • prywatna opieka medyczna
  • dofinansowanie nauki języków
  • dofinansowanie szkoleń i kursów
  • ubezpieczenie na życie
  • możliwość pracy zdalnej
  • elastyczny czas pracy
  • spotkania integracyjne
  • firmowa biblioteka
  • brak dress code’u
  • strefa relaksu
  • inicjatywy dobroczynne

  • Praca Warszawa
  • Warszawa - Oferty pracy w okolicznych lokalizacjach


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