Senior Credit Risk Model Developer In Wb Cma

Investmentbankinginternships

Base: 9,600 - 18,300 pln; bonus/equity: not specif...
Irb model development experience
Ifrs9 regulatory knowledge
Python or sas programming skills
The role involves developing global IRB models for wholesale bank portfolios and managing the entire model development lifecycle

Job Summary

  • The role involves developing global IRB models for wholesale bank portfolios and managing the entire model development lifecycle.
  • Candidates must possess extensive knowledge of IRB and IFRS9 models along with strong statistical inference capabilities.
  • The position requires collaboration with stakeholders, data teams, and internal validation units during audits and reviews.

Matching Summary

The role involves developing global IRB models for wholesale bank portfolios and managing the entire model development lifecycle.

Salary

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

Skills & Requirements

Must-have

  • IRB model development experience
  • IFRS9 regulatory knowledge
  • Python or SAS programming skills

Nice-to-have

  • Experience advising senior management
  • Familiarity with version control systems
  • Strong communication and teamwork skills

Key Requirements

  • MSc in mathematics, econometrics, or statistics
  • At least 3 years of relevant experience
  • English level C1 proficiency

Work Rights

Not specified

Tailored Resume

Cover Letter