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AIRB Model Specialist

1 tydzień temu

Warszawa, Mazovia, Polska Inghubspoland Pełny etat

We are seeking a highly skilled Senior Quantitative Analyst to join our team at Inghubspoland. As a key member of our team, you will play a crucial role in the development and maintenance of AIRB models.

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
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