Expert in Quantitative Methods - Internal Ratings Based (IRB) Credit Models [rekrutacja online]

Expert in Quantitative Methods - Internal Ratings Based (IRB) Credit Models [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if
  • MSc degree or PhD in e.g. mathematics, physics, econometrics
  • Experience with development of (credit) (risk) models
  • Excellent knowledge of statistics and/or mathematics
  • Excellent knowledge of programming, preferably in SAS, SQL, Python, R
You will score extra point for
  • Vast Experience with risk modelling
  • Knowledge of banking and financial industry, financial and lending products, and processes
  • Experience in being a sparring partner/advisor to senior management
Additional skills
  • You have strong analytical and problem-solving execution skills
  • You are an independent, creative and pro-active mind-set
  • You have organizational skills to work in a structured way and maintain focus on the broader picture
  • You have a focus on delivering pragmatic and feasible solutions
  • Fluent English language skills
  • You are keen on delivering new approaches by a research-oriented attitude
  • You have skills to effectively communicate with stakeholders (with non-technical background)
How we work


The Quantitative Methods Team is a dynamic team of highly qualified professionals within Financial Risk Model Development. The core task of the team is the development and maintenance of methodologies for the models in the scope of the department. These methodologies cover model development, model monitoring and model data gathering and consumption, and form the technical base for the work done in the department. The position offers excellent opportunities to take your model development skills to the next level.



 

  • contract of employment
    type of contract
  • 9:00 - 17:00
    work hours
  • Zajęcza 4, Warszawa
    this is the location of our office
Scope of duties:

40%- Development of risk modelling methodology
30%- Assist in implementation of developed modelling standards
30%- Proposing methodological solutions for development teams
Your development
  • professional development
  • certificates and knowledge development
  • training budget
  • access to the newest technologies
  • international projects
  • free English courses
Your health, well-being and family
  • provate medical care
  • 50% funded Multisport Card
  • bicycle parking
  • chillout rooms
  • integration events and Stay Fit program
Working conditiions
  • stability of employement
  • fully equipped workstations
  • kitchen
Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

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