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Credit Risk Model Developer Expert (Fintech)

13Β 000 - 22Β 000PLN
Π’ΠΈΠΏ Ρ€Π°Π±ΠΎΡ‚Ρ‹
fulltime
Π“Ρ€Π΅ΠΉΠ΄
senior
Английский
c1
Π‘Ρ‚Ρ€Π°Π½Π°
Poland
Вакансия ΠΈΠ· списка Hirify.GlobalВакансия ΠΈΠ· Hirify Global, списка ΠΌΠ΅ΠΆΠ΄ΡƒΠ½Π°Ρ€ΠΎΠ΄Π½Ρ‹Ρ… tech-ΠΊΠΎΠΌΠΏΠ°Π½ΠΈΠΉ
Для мэтча ΠΈ ΠΎΡ‚ΠΊΠ»ΠΈΠΊΠ° Π½ΡƒΠΆΠ΅Π½ Plus

ΠœΡΡ‚Ρ‡ & Π‘ΠΎΠΏΡ€ΠΎΠ²ΠΎΠ΄

Для мэтча с этой вакансиСй Π½ΡƒΠΆΠ΅Π½ Plus

ОписаниС вакансии

ВСкст:
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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 (PaΕ„ska 97)

Salary: 13,000 - 22,000 PLN gross

Company

hirify.global 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.

Π‘ΡƒΠ΄ΡŒΡ‚Π΅ остороТны: Ссли Ρ€Π°Π±ΠΎΡ‚ΠΎΠ΄Π°Ρ‚Π΅Π»ΡŒ просит Π²ΠΎΠΉΡ‚ΠΈ Π² ΠΈΡ… систСму, ΠΈΡΠΏΠΎΠ»ΡŒΠ·ΡƒΡ iCloud/Google, ΠΏΡ€ΠΈΡΠ»Π°Ρ‚ΡŒ ΠΊΠΎΠ΄/ΠΏΠ°Ρ€ΠΎΠ»ΡŒ, Π·Π°ΠΏΡƒΡΡ‚ΠΈΡ‚ΡŒ ΠΊΠΎΠ΄/ПО, Π½Π΅ Π΄Π΅Π»Π°ΠΉΡ‚Π΅ этого - это мошСнники. ΠžΠ±ΡΠ·Π°Ρ‚Π΅Π»ΡŒΠ½ΠΎ ΠΆΠΌΠΈΡ‚Π΅ "ΠŸΠΎΠΆΠ°Π»ΠΎΠ²Π°Ρ‚ΡŒΡΡ" ΠΈΠ»ΠΈ ΠΏΠΈΡˆΠΈΡ‚Π΅ Π² ΠΏΠΎΠ΄Π΄Π΅Ρ€ΠΆΠΊΡƒ. ΠŸΠΎΠ΄Ρ€ΠΎΠ±Π½Π΅Π΅ Π² Π³Π°ΠΉΠ΄Π΅ β†’