Risk Assessment Specialist

4 dni temu


Dobra Warszawa, Polska Aion Bank Pełny etat

Aion Bank is a fully regulated European bank and credit institution that combines cutting-edge technology with its ECB banking license, balance sheet, and regulatory expertise to offer a comprehensive suite of embedded banking products.

We are currently seeking a Credit Risk & ECL Analyst to join our team and contribute to the development of our innovative banking solutions.

Key Responsibilities:

  • Conducting advanced risk provisioning calculations and fair value valuation for credit financial instruments
  • Defining and implementing policies and methodologies for ECL calculation, ensuring compliance with IFRS9 and EBA regulations
  • Developing and maintaining IT systems/tools supporting ECL and fair value estimation, leveraging knowledge of SQL, Python, and data analysis techniques
  • Performing stress tests and economic capital calculations in the area of credit risk, using statistical models and machine learning algorithms
  • Maintaining and validating input data, assumptions, and parameters used in provisioning calculations, ensuring accuracy and efficiency
  • Collaborating with other teams to ensure timely and compliant reporting, utilizing visualisation tools like Looker and Reporting Services
  • Automating data workflows and reporting processes for enhanced productivity and reduced errors

Requirements:

  • Bachelor's or Master's Degree in finance, statistics, computer science, mathematics, econometrics, or a related field
  • Strong knowledge of IFRS9, EBA regulations, and fair value measurement under IFRS
  • Experience in data analysis, modelling, and programming, particularly in Python and SQL
  • Fluency in English and excellent communication skills
  • Ability to work in a dynamic environment and adapt to changing requirements

What We Offer:

  • A competitive salary package and flexible contract terms
  • An Individual Development Budget for professional growth and skill enhancement
  • A modern working environment with Apple MacBook equipment and a Multisport card
  • Private medical care, including dental treatment and hospitalisation packages
  • A range of benefits, including psychological consultations and healthy snacks/lunches


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