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)