Senior Expert - Credit Risk Modelling (Risk Hub) [rekrutacja online]

Senior Expert - Credit Risk Modelling (Risk Hub) [rekrutacja online]
Miejsce pracy: Warszawa
Must have:
  • An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,
  • At least 8 year experience in at least one of the following topics, and extensive knowledge of the other topics:
  • Client behaviour risk modelling (loan prepayments, savings volume behaviour),
  • Credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models),
  • Portfolio replication,
  • Economic Capital modelling,
  • Operational risk modelling,
  • Sound knowledge of statistical modelling and econometric methods,
  • Experience with statistical programming (e.g. Python, R, SAS),
  • Knowledge of financial regulation (Basel, EBA, IFRS9),
Nice to have:
  • Experience in more than one of the listed topics,
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, boosted decision trees, etc.,
  • Experience with databases, data modelling, data preparation and data quality control is considered a plus.
  • Strong analytical and problem-solving capabilities,
  • Communication and presentation skills, advanced level of English (C1 or above),
  • Good project and leadership skills,
  • Independent, creative and pro-active mind-set,
  • Keen on innovation.
  • contract of employment
    type of contract
  • Start 7:00 - 9:00 Koniec 15:00 - 17:00
    work hours
  • Zajęcza 4, Warsaw
    this is the location of our office
Scope of duties:

25%- Monitoring of internal models, back testing and benchmarking
25%- Developing, improving, analysing and documenting credit risk, ALM and/or operational risk models
25%- Project and stakeholder management
25%- Advising management about modelling topic

 

 

 

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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