Senior Credit Risk Model Developer In Wb Cma

224

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 for Wholesale bank portfolios and managing the entire model development life cycle

Job Summary

  • The role involves developing global IRB models for Wholesale bank portfolios and managing the entire model development life cycle.
  • Candidates must possess extensive experience with IRB/IFRS9 models and demonstrate strong analytical problem-solving abilities.
  • The position requires collaboration with stakeholders, data teams, and internal Model Validation Units while ensuring audit readiness.

Matching Summary

The role involves developing global IRB models for Wholesale bank portfolios and 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 skills
  • Regulatory credit risk policy knowledge

Nice-to-have

  • Experience advising Senior Management
  • Knowledge of AIRB regulations
  • Familiarity with GIT version control
  • Strong communication and teamwork skills

Key Requirements

  • 3+ years experience in IRB/IFRS9 model development
  • C1 English proficiency required
  • Degree in quantitative field (Mathematics, Econometrics, Statistics)

Work Rights

Not specified

Tailored Resume

Cover Letter