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Quantitative Risk Modeler

2 tygodni temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

About TN Poland

At TN Poland, we are dedicated to developing and maintaining advanced risk models for our bank portfolios. Our team of experts works closely with stakeholders from various locations, departments, and seniority levels to ensure the highest level of quality and accuracy.

We are seeking a highly skilled Credit Risk Model Developer to join our team. In this role, you will be responsible for developing and maintaining IFRS9/AIRB models for our bank portfolios. You will work collaboratively with our global and local offices to develop credit risk, operational risk, IRRBB, trading, and economic capital models.

Your Key Responsibilities:

  1. Develop and maintain IFRS9/AIRB models for bank portfolios.
  2. Interact with stakeholders from different locations, departments, and seniority levels.
  3. Collaborate with our global and local offices to develop all credit risk, operational risk, IRRBB, trading, and economic capital models.

Your Profile:

  • Experience with IFRS9/IRB models' development/maintenance/validation.
  • Experience with databases, data preparation, and data quality control.
  • Sound knowledge of statistical inference and econometric methods.
  • Academic degree in a quantitative field.
  • Proficiency in SAS/Python programming languages.
  • Independent, creative, and proactive mindset.
  • Efficient communication skills in English (B2/C1).
  • Professional certification FRM/PRM/CFA or CQF.
  • Ability to use version control systems.
  • Familiarity with Agile/Scrum methodology.