Credit Risk Model Developer Expert (Fintech)

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 (Pańska 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.