Credit Risk Modeling Lead

Credit Risk Modeling Lead Miejsce pracy: Warszawa Rekrutujemy dla Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Credit Risk Modeling Lead to join our Client's growing Credit Risk Modeling team. Twój zakres obowiązków Develop and enhance AIRB credit risk models. Work on IFRS9 and stress testing models (accepted but less preferred). Create new credit risk models (most desirable). Validate and monitor models (acceptable but less prioritized). Conduct impact analysis on Risk-Weighted Assets (RWA) and Expected Credit Loss (ECL). Collaborate with internal Independent Model Review teams and ensure compliance. Wymagania pracodawcy Minimum 3 years of credit risk modelling experience. Good exposure to credit model methodologies and data requirement for A-IRB (preferable), IFRS 9 or stress testing. Background in financial institutions or consulting/audit firms. A degree in Mathematics, Physics, Computer Science, or a related quantitative field. Strong analytical and quantitative skills, including understanding mathematical algorithms. Python Programming skill Ability to think conceptually and apply knowledge proactively. Strong problem-solving skills and ability to explain credit risk concepts clearly. Pracodawca oferuje Opportunity for professional development in an international environment and for increasing your abilities and skills in various areas Great atmosphere and comfortable working conditions. Stable job and cooperation with friendly and high qualified team Hybrid model of work, flexible working hours Office located near city centre Modern working environment (agile spaces, private quiet rooms and breakout areas) Competitive salary Performance-related bonuses Private medical cover for you and your family Multikafeteria system Life insurance Unlimited access to learning platform Annual parties and other social events Benefity dofinansowanie zajęć sportowych prywatna opieka medyczna dofinansowanie nauki języków dofinansowanie szkoleń i kursów ubezpieczenie na życie możliwość pracy zdalnej elastyczny czas pracy spotkania integracyjne firmowa biblioteka brak dress code’u strefa relaksu inicjatywy dobroczynne

Location: Warszawa, mazowieckie, PL

Posted Date: 11/3/2025