Credit Risk Modelling Expert

4 tygodni temu

Kraków małopolskie, małopolskie, Polska Antal Banking & Insurance Pełny etat
Credit Risk Modelling Expert (Wholesale segment)Miejsce pracy: KrakówRekrutujemy dla

We are currently looking for an experienced specialist in credit risk modelling to join a global banking environment and work on model development projects for large corporate clients (wholesale segment).

The role is focused on building and enhancing PD, LGD and EAD models, in line with regulatory frameworks such as A-IRB and IFRS 9.

This is a classic model development position – not validation – involving full model lifecycle, data preparation, coding, testing and documentation.

Twój zakres obowiązków
  • Developing and calibrating credit risk models (PD, LGD, EAD) for wholesale portfolios,
  • Supporting model deployment, testing, and monitoring,
  • Working with large datasets – data cleaning, transformation, preparation for modelling,
  • Programming and scripting in Python (essential); SAS / R / SQL are a plus,
  • Ensuring compliance with regulatory standards (IFRS 9, A-IRB, Basel),
  • Preparing model documentation and cooperating with internal validation and governance teams.
Wymagania pracodawcy
  • About 3 years of experience in credit risk modelling or similar analytical role
  • Solid knowledge of at least two of the following: PD, LGD, EAD
  • Strong programming skills in Python; familiarity with SAS, R, SQL welcome
  • Understanding of regulatory modelling frameworks (IFRS 9, A-IRB)
  • Strong analytical thinking and ability to work with complex datasets
  • Fluent English (written and spoken) – the working language of the team
Pracodawca oferuje
  • Flexible working model:
  • Kraków: hybrid model, approx. 8 office days/month (in Kraków)
  • Warsaw: hybrid model – 6 office days/month in Warsaw (subject to desk availability) + 2 days/month in Kraków
  • Other locations in Poland: mostly remote, with 4 office days/month in Kraków
  • Long-term project within a global risk & modelling structure
  • Opportunity to work on international, enterprise-level models used across multiple geographies
  • Broad exposure to regulatory, analytical and technical aspects of credit risk
  • Benefits package including:
  • Private medical insurance
  • Life insurance
  • Multisport card or wellness allowance
  • Internal trainings & access to external learning platforms
  • Annual bonus scheme
  • Reimbursement for home office setup
Benefity
  • dofinansowanie zajęć sportowych
  • prywatna opieka medyczna
  • ubezpieczenie na życie
  • możliwość pracy zdalnej
  • elastyczny czas pracy
  • spotkania integracyjne

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