Modelling Analyst

2 tygodni temu


Warszawa, Mazovia, Polska 07400 Bank Handlowy w Warszawie S.A. Pełny etat
Risk Strategy and Capital Department is a team actively shaping risk management processes at Bank Handlowy w Warszawie SA. Our team handles tasks such as modelling, capital planning, data analysis, and maintaining information systems.
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.
Qualifications:
  • 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.
Citi Handlowy offers:
  • 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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