Modelling Analyst
2 tygodni temu
Responsibilities:
- Develop and enhance risk measuring methods for credit risk and related policies.
- Maintain models for IFRS 9 provision calculation.
- Enhance risk analysis methods in capital planning.
- Define Risk Capital framework and metrics.
- Participate in development projects and testing models.
- Provide analytical support and prepare various analysis reports.
- Engage in regulatory projects and stress testing.
- Build relationships with stakeholders and ensure compliance.
- Bachelor's/University degree or equivalent experience.
- Strong analytical skills and knowledge of banking products.
- Proficient in banking regulations and risk management.
- Solid knowledge in IFRS 9 impairment losses calculation.
- Programming skills in SAS, SQL, R, Python.
- Excellent communication skills.
- Proficiency in Microsoft Office tools.
- 3 - 5 years experience in model implementation/validation/development.
- Strong analytical skills and ability to draw conclusions.
- Fluency in English and Polish.
- Job contract and various social benefits.
- Access to e-learning and English learning platforms.
- Gain globally appreciated work experience.
- Friendly and supportive team culture.
- Flexible and partly-remote working conditions.
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