Senior Credit Risk Model Developer In Wb Cma

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Base: 9,600 - 18,300 pln; bonus/equity: not specif...
Msc in mathematics or statistics
Extensive irb and ifrs9 model knowledge
3+ years experience in model development
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 will collaborate with the Model Validation Unit and engage during internal and external audit reviews.
  • The position requires a strong quantitative background with at least three years of experience in model development.

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
  • Extensive IRB and IFRS9 model knowledge
  • 3+ years experience in model development
  • Programming skills in Python or SAS
  • Understanding of regulatory credit risk policies

Nice-to-have

  • Experience advising Senior Management
  • Knowledge of AIRB/IFRS9 regulations
  • Familiarity with version control systems like GIT
  • Strong communication and teamwork skills

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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