Senior Credit Risk Model Developer in WB CMA

The expected salary for this position: 9600 - 18 300 PLN

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you if you:

• Have MSc in mathematics, econometrics, statistics or a similar quantitative field,
• Have sound knowledge of statistical inference and econometric methods,
• Have extensive knowledge of IRB and IFRS9 models, with the focus on IRB
• Good understanding and interpretation of regulatory credit risk policies
• Have at least 3 years of experience with: development of IRB/IFRS9 models, with programming (e.g. Python, SAS) and data modelling
• Have an ability to identify problems, analyze key information and focus on finding appropriate solutions,
• Pay attention to details in order to deliver high-quality results in a timely manner
• Have an ability to clearly and succinctly express ideas, facts and opinions,
• Value team work

English level - C1.

You'll get extra points for:

• Experience in being a sparring partner/advisor to Senior Management,
• Knowledge of AIRB/IFRS9 regulations,
• Familiarity with version control systems (e.g. GIT).

Your responsibilities:

• Development of the global IRB models in Wholesalebank portfolios
• Performing tasks from the whole model development life cycle: model implementation, monitoring, impact assessment, analysing business requirements
• Interactions with stakeholders (including local units), IFRS9 team, data team
• Collaborate with internal Model Validation Unit during model development, model monitoring and review processes.
• Engagement during audit reviews (internal and external).
• Share knowledge and expertise,
• Write reports / model documentation.

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.