Must have

• IFRS

• risk management

• SAS

• SQL

• VBA

• Model Development

• Credit Risk

• Model Risk Management

• English (C1)

• Polish (Fluent)

Nice to have

• R

Requirements description

Requirements:

• 4-10 years of credit risk analysis and model development experience, with a proven track record in leadership roles.
• Knowledge about credit risk modelling process is a must, including all technical steps starting from data sourcing and ending with validation of the final product.
• Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modeling, with a deep understanding of their implications on risk management.
• Demonstrated ability to take ownership of complex data-related issues, providing innovative solutions and driving improvements.
• Strong database and credit risk systems experience, including proficiency in coding with Python (preferable), SAS, SQL, VBA.
• In-depth understanding and interpretation of regulatory rules, model governance and controls.
• Relevant working experience in a bank, rating agency, consultancy or advisory firm.
• Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results.

Offer description

Verita HR Polska is a Human Resources service provider operating under number 5694.

We are working as a recruitment provider searching on our Client's behalf for a person in the following role:

Your responsibilities

1. Supporting deployment and maintenance of live models.
2. Supporting or driving enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement or regulatory requirements.
3. Being involved in data improvement initiatives to support model development.
4. Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
5. Guiding more junior staff in application of the best modelling standards.
6. Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.