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Model Developer Lead

2 tygodni temu

Warszawa, Mazovia, Polska Inghubspoland Pełny etat

At Inghubspoland, we are seeking a skilled Senior Model Developer to play a crucial role in the development and maintenance of AIRB models. As a key member of our team, you will interact with stakeholders from different locations, departments, and all seniority levels.

About the Role

The successful candidate will have at least 3 years of experience with PD/EAD/LGD IFRS9/IRB models development/maintenance/validation. You should have sound knowledge of statistical inference and econometric methods, as well as an academic degree in a quantitative field.

We are looking for someone who has sound knowledge of IFRS 9 standard and/or EBA AIRB regulations, experience with databases, data preparation, and data quality control (SAS/Python/SQL). Excellent communication skills in English (B2/C1) are essential, as is the ability to use version control systems (GIT) and familiarity with Agile/Scrum.

Your responsibilities will include:

  • Developing and maintaining AIRB models
  • Interacting with stakeholders from different locations, departments, and seniority levels
What We Offer

As a Senior Model Developer, you will have the opportunity to work on challenging projects, collaborate with a talented team, and contribute to the growth and success of Inghubspoland. If you are passionate about risk modeling and have the necessary skills and qualifications, we encourage you to apply for this exciting opportunity.

Requirements

To be considered for this role, you should have:

  • At least 3 years of experience with PD/EAD/LGD IFRS9/IRB models development/maintenance/validation
  • Sound knowledge of statistical inference and econometric methods
  • An academic degree in a quantitative field
  • Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations
  • Experience with databases, data preparation, and data quality control (SAS/Python/SQL)
  • Excellent communication skills in English (B2/C1)
  • Ability to use version control systems (GIT)
  • Familiarity with Agile/Scrum