Informacje o stanowisku

We are looking for a skilled Credit Risk Model Validator for an international client in the financial industry. This role promises an engaging and challenging environment, allowing you to contribute to a compelling initiative with global impact. If you are passionate about validation and possess the expertise to drive success in this sector, we invite you to be a key player in our innovative project.

Main responsibilities:

• Evaluation of credit risk models,
• Writing validation reports,
• Development of tools for automation of validation process,
• Monitoring the latest trends and events in the industry,
• Collaboration with model owners and other stakeholders.

Requirements:

• Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics,
• Min. 2 years of professional experience in modelling or validating credit risk models,
• Programming experience in SAS/ Python or similar language;
• Knowledge of IRB and/or IFRS9 models and regulations,
• Knowledge of underwriting models or early-warning systems,
• Fluent English and Polish,
• Team player with people-oriented focus.

Offer:

• Ability to work in the hybrid model,
• Stable employment,
• Flexible working hours,
• Daily work using English in an international environment,
• Participation in interesting, strategic projects,
• Opportunity to obtain additional professional training,
• An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).

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