Credit Risk Specialist
3 dni temu
About TN Poland:
We are a leading international commercial bank with branches and offices in almost 50 countries. Our vision is to become a digital enterprise and we need talented people who will join us on this journey.
Key Responsibilities:The Senior Model Validation Specialist will be responsible for:
- Validating models in the areas of credit (PD, LGD, EAD, IFRS 9, CVaR, stress) and operational risk.
- Preparing validation and management reports.
- Presenting validation results to the Validation Committee.
The ideal candidate will have a strong background in statistical/mathematical methods applied in the area of credit risk models and experience in working with R, SQL, and SAS.
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