Join the Credit Risk Model Development team — a global group of over 400 risk experts located across Europe (Amsterdam, Milan, Warsaw, and more). The team’s mission is to design and maintain robust credit risk models that are firmly embedded in the regulatory environment and support the bank’s key business and compliance objectives. This position, aligned with global job architecture as Model Developer IV, offers the opportunity to work on international projects and collaborate with senior stakeholders across the organization.
responsibilities :
Develop and maintain PD, EAD, and LGD models for IRB and IFRS9 in Retail and Wholesale Banking.
Participate in the entire credit risk model lifecycle – from data sourcing, model design, and annual monitoring, to implementation and validation support.
Support internal and external audits, and collaborate closely with the Model Validation Unit during review processes.
Perform data modeling, data quality control, and documentation preparation according to regulatory standards.
Share knowledge, provide expertise, and act as a trusted partner to stakeholders and senior management.
Write clear and comprehensive model documentation and reports.
requirements-expected :
MSc degree in Mathematics, Econometrics, Statistics, or another quantitative field.
5+ years of professional experience in credit risk model development (IFRS9 /IRB).
Hands-on experience with programming languages such as Python or SAS.
Strong expertise in statistical inference, econometric methods, and data preparation / data modeling.
Deep understanding of IRB / IFRS9 regulations and regulatory credit risk policies.
Experience with databases and data quality control processes.
Excellent analytical skills and attention to detail.
Strong communication skills in English (C1 level) – both written and spoken.
Proven ability to deliver high-quality results efficiently, meeting targets and KPIs.
offered :
A full-time contract with possibility to choose the form of employment (UoP/B2B)
Stable and long-term cooperation
A clearly defined career path and the possibility of development in four areas as: Project Manager, Business Manager, Technical Leader and a specialist in their field
Participation in company conferences, trainings, workshops, integration meetings, etc.
Certification and training opportunities
Opportunity to relocate and work in different ALTEN Polska branches
