Work with PD, EAD, LGD, scoring models and RWA/ECL calculation frameworks which involves data sourcing, model development, model implementation and support execution.
Design impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL) and other measures.
Develop and test complex programs/dashboards/tools according to business specifications.
Liaise with internal Independent Model Review team during model development, model monitoring and review processes.
Support execution periodical IFRS9/ST regulatory exercises, run internal processes, analyze results produced by IFRS9/ST engines.
requirements-expected :
Experience in credit risk analysis.
Good exposure to credit model methodologies data requirement for AIRB, IFRS 9 or stress testing modelling.
Proven ability to take ownership of and solve complex data related issues.
Strong database and credit risk systems experience including coding in Python, SAS, MS Excel/VBA, SQL.
Good understanding and interpretation of regulatory rules, attention to detail and accuracy.
Ability to manage complex projects to a tight deadline, communicate technical concepts effectively, to work as part of a team with key customers and stakeholders.
Excellent documentation, presentation, and communication skills.
offered :
Competitive salary
Annual performance-based bonus
Additional bonuses for recognition awards
Multisport card
Private medical care
Life insurance
One-time reimbursement of home office set-up (up to 800 PLN)
Corporate parties & events
CSR initiatives
Nursery discounts
Financial support with trainings and education
Social fund
Flexible working hours
Free parking
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
