Senior Risk Modelling Analyst

1 tydzień temu

Kraków, małopolskie, Polska Antal Sp. z o.o. Pełny etat

Senior Risk Modelling Analyst

Location: Cracow

Contract Type: B2B

Work Model: Hybrid working model (One day from the office in Krakow)

This role involves developing credit risk methodologies within the team responsible for credit risk analytics. The primary focus will be on supporting stress-testing (ST) and IFRS 9 methodology development, though other areas may require involvement as well. The position requires an understanding of risk data flows from customer and product systems to finance and regulatory reporting systems. Collaboration with finance, business, and other risk teams will be essential to conduct portfolio and impact analysis and user acceptance testing (UAT). The role also includes providing support for the implementation of proposed credit risk methodologies and models.


Key Responsibilities:

The position includes responsibilities such as:

  • Working with PD, EAD, LGD, scoring models, and RWA/ECL calculation frameworks, including tasks related to data sourcing, model development, implementation, and execution support.
  • Designing impact analyses for Risk Weighted Asset (RWA), Expected Loss (EL), and other measures.
  • Developing and testing complex programs, dashboards, or tools according to business requirements.
  • Collaborating with the Independent Model Review team during model development, monitoring, and review processes.
  • Supporting periodic IFRS 9 and ST regulatory exercises, managing internal processes, and analyzing outputs from IFRS 9/ST engines.


Requirements:


Experience:

  • At least 5 years of experience in credit risk analysis.
  • Familiarity with credit model methodologies and data requirements for AIRB, IFRS 9, or stress-testing models.
  • Demonstrated ability to independently address complex data-related challenges.
  • Hands-on experience with databases and credit risk systems, including programming in Python, SAS, MS Excel/VBA, and SQL.
  • A solid understanding of regulatory rules and their applications.

Skills:

  • Excellent attention to detail and accuracy.
  • Proven ability to manage complex projects under strict deadlines.
  • Strong ability to explain technical concepts to both technical and non-technical audiences.
  • Team-oriented mindset with effective collaboration with key stakeholders.
  • Proficiency in spoken and written English.
  • Strong skills in documentation, presentation, and communication.

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