Risk Modelling Analyst

3 dni temu


Kraków, Polska Antal Sp. z o.o. Pełny etat
Senior Risk Modelling Analyst

About the Role:

We are seeking a highly skilled Senior Risk Modelling Analyst to join our team in Cracow. This is an exciting opportunity for someone with expertise in credit risk methodologies to develop and implement stress-testing and IFRS 9 methodologies.

Key Responsibilities:

  • Design, develop, and implement credit risk models, including PD, EAD, LGD, scoring models, and RWA/ECL calculation frameworks.
  • Collaborate with finance, business, and other risk teams to conduct portfolio and impact analysis and user acceptance testing (UAT).
  • Provide support for the implementation of proposed credit risk methodologies and models.
  • Work with databases and credit risk systems, including programming in Python, SAS, MS Excel/VBA, and SQL.

Requirements:

  • 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.
  • A solid understanding of regulatory rules and their applications.

Benefits:

  • The salary for this role is estimated at 80,000 - 110,000 PLN per year, depending on experience.
  • Hybrid working model with one day from the office in Krakow.
  • Opportunity to work with a leading financial institution in Cracow.


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