Credit Risk Model Monitoring Specialist

Salary

Expected salary: 7100–16000PLN gross. The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

Qualifications

• MSc in mathematics, econometrics, statistics or a similar quantitative field
• Sound knowledge of statistical inference, econometric methods, and statistical programming
• At least 1 year of experience with IRB/IFRS9 model development or at least 2 years of experience with IRB/IFRS9 model monitoring
• An ability to clearly and succinctly express yourself
• An ability to identify problems, analyze key information and make connections, find appropriate structural solutions, and complete tasks to achieve results in an efficient, timely, and high‑quality manner, with a focus on execution and delivery of targets and KPIs
• English level C1

Additional Skills

• Familiarity with best practices in coding/software development (release management, version control, testing, issue tracking)

Responsibilities

• Monitoring of IRB/IFRS9 models
• Participate in IRB/IFRS9 model calibration/development
• Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes
• Write reports / model documentation