Base: 9,600 - 16,500 pln; bonus/equity: not specif...
Advanced analytical skills
Proficient in sas and/or sql programming
At least 2 years of experience in financial and credit risk
The role involves conducting data quality assessment and validation analyses to support credit risk modelling activities
Job Summary
The role involves conducting data quality assessment and validation analyses to support credit risk modelling activities.
Candidates will develop high-quality reports and functional documentation while ensuring compliance with internal policies and external regulatory requirements.
The team is a global group based in the Netherlands, Poland, and the Philippines that collaborates closely to ensure models are robust and fit for purpose.
Matching Summary
The role involves conducting data quality assessment and validation analyses to support credit risk modelling activities.
Salary
Base: 9,600 - 16,500 PLN; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Advanced analytical skills
Proficient in SAS and/or SQL programming
At least 2 years of experience in financial and credit risk
Knowledge of statistical tools and modelling techniques
Experience with MS Excel, Word, and Powerpoint
Nice-to-have
Understanding how credit works in a bank
Experience with credit risk models (PD, LGD, EAD)
Knowledge of IRB and/or IFRS9 models and regulations
Extensive programming experience in SAS or similar languages