Senior Credit Risk Model Developer In Wb Cma

23

Base: 9,600 - 18,300 pln; bonus/equity: not specif...
Msc in mathematics or statistics
Irb and ifrs9 model development
Statistical inference and econometric methods
The role involves developing global IRB models specifically for Wholesale bank portfolios while managing the entire model development life cycle

Job Summary

  • The role involves developing global IRB models specifically for Wholesale bank portfolios while managing the entire model development life cycle.
  • Candidates must possess extensive knowledge of IRB and IFRS9 models alongside strong statistical inference and econometric capabilities.
  • The position requires close collaboration with stakeholders, data teams, and internal Model Validation Units to ensure regulatory compliance.

Matching Summary

The role involves developing global IRB models specifically for Wholesale bank portfolios while managing the entire model development life cycle.

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
  • Statistical inference and econometric methods
  • Python or SAS programming experience
  • Regulatory credit risk policy interpretation

Nice-to-have

  • Experience advising Senior Management
  • Knowledge of AIRB/IFRS9 regulations
  • Familiarity with GIT version control
  • Strong communication skills
  • Teamwork orientation

Key Requirements

  • 3+ years experience in IRB/IFRS9 model development
  • MSc degree in quantitative field
  • English level C1 proficiency

Work Rights

Not specified

Tailored Resume

Cover Letter