University degree in a quantitative discipline such as mathematics, statistics, econometrics, engineering or a related technical field., Strong statistical background and hands-on experience with advanced analytical techniques., At least 3 years of experience in credit risk modelling (AVP level) or 6+ years for Senior AVP, preferably within wholesale or corporate portfolios., Solid knowledge of credit risk methodologies and regulatory frameworks, including A-IRB (preferred), IFRS 9 and/or stress testing., Ability to independently manage complex modelling tasks and take full ownership of deliverables., Practical experience with databases and risk systems, including programming skills in Python (preferred), SAS, R, SQL or VBA., Good understanding of regulatory requirements and the ability to interpret and apply them in a modelling context.

sharing the costs of sports activities, private medical care, sharing the costs of foreign language classes, sharing the costs of professional training & courses, life insurance, remote work opportunities, flexible working time, fruits, corporate products and services at discounted prices, integration events