ΠΎΠ±Π½ΠΎΠ²Π»Π΅Π½ΠΎ 4 Π΄Π½Ρ Π½Π°Π·Π°Π΄
Credit Risk Model Developer Expert (Fintech)
13Β 000 - 22Β 000PLN
ΠΡΡΡ & Π‘ΠΎΠΏΡΠΎΠ²ΠΎΠ΄
ΠΠ»Ρ ΠΌΡΡΡΠ° Ρ ΡΡΠΎΠΉ Π²Π°ΠΊΠ°Π½ΡΠΈΠ΅ΠΉ Π½ΡΠΆΠ΅Π½ Plus
ΠΠΏΠΈΡΠ°Π½ΠΈΠ΅ Π²Π°ΠΊΠ°Π½ΡΠΈΠΈ
Π’Π΅ΠΊΡΡ:
TL;DR
Credit Risk Model Developer Expert (Fintech): Developing and maintaining PD, EAD, and LGD models for Retail and Wholesale banking with an accent on regulatory compliance (IRB/IFRS 9) and statistical rigor. Focus on managing the full model lifecycle, from data sourcing and development to monitoring and supporting audit reviews.
Location: Warszawa (PaΕska 97)
Salary: 13,000 - 22,000 PLN gross
Company
is a global financial services organization with a large-scale international team of risk experts.
What you will do
- Develop PD, EAD, and LGD models for Retail and Wholesale banking portfolios.
- Manage the end-to-end credit risk model lifecycle, including data sourcing, development, and annual monitoring.
- Support model implementation, validation, and internal/external audit reviews.
- Collaborate with the Model Validation Unit throughout the development and review processes.
- Interact with stakeholders and provide expert guidance.
- Produce comprehensive model documentation and technical reports.
Requirements
- MSc in mathematics, econometrics, statistics, or a similar quantitative field.
- At least 5 years of experience in IFRS9/IRB model development.
- Proficiency in programming (Python, SAS) and database management.
- Strong knowledge of statistical inference and econometric methods.
- English proficiency at C1 level.
- Deep understanding of regulatory credit risk policies and data quality control.
Nice to have
- Professional certifications such as FRM, PRM, CFA, or CQF.
- Experience with version control systems like GIT.
- Knowledge of AIRB regulations and advanced statistical techniques.
- Experience acting as a strategic advisor to senior management.
Culture & Benefits
- Work within a global team of over 400 risk experts across Europe.
- Opportunity to work on robust models embedded in a complex regulatory environment.
- Professional development in a large-scale international financial institution.
ΠΡΠ΄ΡΡΠ΅ ΠΎΡΡΠΎΡΠΎΠΆΠ½Ρ: Π΅ΡΠ»ΠΈ ΡΠ°Π±ΠΎΡΠΎΠ΄Π°ΡΠ΅Π»Ρ ΠΏΡΠΎΡΠΈΡ Π²ΠΎΠΉΡΠΈ Π² ΠΈΡ ΡΠΈΡΡΠ΅ΠΌΡ, ΠΈΡΠΏΠΎΠ»ΡΠ·ΡΡ iCloud/Google, ΠΏΡΠΈΡΠ»Π°ΡΡ ΠΊΠΎΠ΄/ΠΏΠ°ΡΠΎΠ»Ρ, Π·Π°ΠΏΡΡΡΠΈΡΡ ΠΊΠΎΠ΄/ΠΠ, Π½Π΅ Π΄Π΅Π»Π°ΠΉΡΠ΅ ΡΡΠΎΠ³ΠΎ - ΡΡΠΎ ΠΌΠΎΡΠ΅Π½Π½ΠΈΠΊΠΈ. ΠΠ±ΡΠ·Π°ΡΠ΅Π»ΡΠ½ΠΎ ΠΆΠΌΠΈΡΠ΅ "ΠΠΎΠΆΠ°Π»ΠΎΠ²Π°ΡΡΡΡ" ΠΈΠ»ΠΈ ΠΏΠΈΡΠΈΡΠ΅ Π² ΠΏΠΎΠ΄Π΄Π΅ΡΠΆΠΊΡ. ΠΠΎΠ΄ΡΠΎΠ±Π½Π΅Π΅ Π² Π³Π°ΠΉΠ΄Π΅ β
ΠΠΎΡ ΠΎΠΆΠΈΠ΅ Π²Π°ΠΊΠ°Π½ΡΠΈΠΈ
NDA
1 Π΄Π΅Π½Ρ Π½Π°Π·Π°Π΄
Risk Manager (IRRBB Analytics)
200Β 000β½
3 Π΄Π½Ρ Π½Π°Π·Π°Π΄
Risk Manager II (Fintech)
115Β 440 - 173Β 160$
4 Π΄Π½Ρ Π½Π°Π·Π°Π΄
Credit Risk Manager (Provisioning, Forecasting and Account Management)
8 ΡΠ°ΡΠΎΠ² Π½Π°Π·Π°Π΄
Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio
71Β 600 - 119Β 300$
5 ΡΠ°ΡΠΎΠ² Π½Π°Π·Π°Π΄
Model Risk Analyst β Validation (Financial Risk Models)
119Β 766 - 119Β 766$
Ozon Bank
1 Π΄Π΅Π½Ρ Π½Π°Π·Π°Π΄
Portfolio Risk Manager (B2C)
300Β 000β½