Senior Credit Risk Model Developer In Wb Cma

itinfinance.nl

Base: 9,600 - 18,300 pln; bonus/equity: not specif...
Msc in mathematics or statistics
Irb and ifrs9 model development
Python and sas programming skills
The role involves developing global IRB models specifically for Wholesalebank portfolios

Job Summary

  • The role involves developing global IRB models specifically for Wholesalebank portfolios.
  • Candidates must possess extensive knowledge of IRB and IFRS9 models along with statistical expertise.
  • Responsibilities include performing the entire model development life cycle from implementation to monitoring.

Matching Summary

The role involves developing global IRB models specifically for Wholesalebank portfolios.

Salary

Base: 9600 - 18300 PLN; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • MSc in mathematics or statistics
  • IRB and IFRS9 model development
  • Python and SAS programming skills
  • Statistical inference and econometric methods
  • Regulatory credit risk policy interpretation

Nice-to-have

  • Sparring partner experience with Senior Management
  • Knowledge of AIRB/IFRS9 regulations
  • Familiarity with version control systems like GIT
  • Strong communication and team collaboration skills

Key Requirements

  • At least 3 years of experience in model development
  • English level C1 proficiency required
  • Degree in quantitative field (Mathematics, Econometrics, Statistics)

Work Rights

Not specified

Tailored Resume

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