Data-Driven Insights Specialist

10 godzin temu


Warszawa, Mazovia, Polska HAYS POLAND Sp. z o.o. Pełny etat
Credit Risk Model Development

We are looking for a skilled Data-Driven Insights Specialist to join our Wholesale Credit Risk GRA team. In this role, you will be responsible for developing and maintaining credit risk models, including PD, EAD, LGD, and RWA/ECL calculation frameworks.

You will work closely with finance, business, and other risk teams to produce portfolio and impact analysis as well as UAT testing. Additionally, you will be responsible for implementation support for proposed credit risk methodology and/or models.

Key Responsibilities:

  • Develop and maintain credit risk models, including PD, EAD, LGD, and RWA/ECL calculation frameworks.
  • Work with finance, business, and other risk teams to produce portfolio and impact analysis as well as UAT testing.
  • Design and implement impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL), and other measures.
  • Liaise with an internal Independent Model Review team during model development, monitoring, and review processes.
  • Support execution of periodical IFRS9/ST regulatory exercises, run internal processes, analyze results produced by IFRS9/ST engines.

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