Senior Credit Risk Model Developer in WB CMA

Job description

The expected salary for this position: 9600 - 18 300 PLN The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations. We are looking for you if you: English level - C1. - Have MSc in mathematics, econometrics, statistics or a similar quantitative field, - Have sound knowledge of statistical inference and econometric methods, - Have extensive knowledge of IRB and IFRS9 models, with the focus on IRB - Good understanding and interpretation of regulatory credit risk policies - Have at least 3 years of experience with: development of IRB/IFRS9 models, with programming (e.g. Python, SAS) and data modelling - Have an ability to identify problems, analyze key information and focus on finding appropriate solutions, - Pay attention to details in order to deliver high-quality results in a timely manner - Have an ability to clearly and succinctly express ideas, facts and opinions, - Value team work You'll get extra points for: - Experience in being a sparring partner/advisor to Senior Management, - Knowledge of AIRB/IFRS9 regulations, - Familiarity with version control systems (e.g. GIT). Your responsibilities: The fin...