Your responsibilities

• Conduct independent model validation of Wholesale IRB models (PD/LGD/EAD/Slotting), which are newly developed as part of IRB Repair program as well as perform validation of existing models.
• Discuss Identified Model Risk Issues with Model Developers, Audit and Regulators.
• Lead validations involving less experienced reviewers.

Our requirements

• Significant experience in developing or reviewing Wholesale IRB models.
• Extensive knowledge of the Wholesale IRB modelling approach and applicable regulations from ECB or PRA or HKMA.
• Comprehensive knowledge of statistical model and scorecard development techniques.
• Detailed knowledge of Risk models, performance metrics and risks and associated issues.
• Very good programming skills (e.g. SAS, Python).
• Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner.

What we offer

• Competitive salary

• Annual performance-based bonus

• Additional bonuses for recognition awards

• Multisport card

• Private medical care

• Life insurance

• One-time reimbursement of home office set-up (up to 800 PLN)

• Corporate parties & events

• CSR initiatives

• Nursery discounts

• Financial support with trainings and education

• Social fund

• Flexible working hours

• Free parking