Senior Credit Risk Model Developer in WB CMA

Senior Credit Risk Model Developer position in Warsaw, Poland. Develop global IRB models in Wholesalebank portfolios, collaborate with stakeholders, and perform model development life cycle tasks.

Requirements

• MSc in mathematics, econometrics, statistics or a similar quantitative field
• Sound knowledge of statistical inference and econometric methods
• Extensive knowledge of IRB and IFRS9 models, with the focus on IRB
• Good understanding and interpretation of regulatory credit risk policies
• At least 3 years of experience with development of IRB/IFRS9 models, programming (e.g. Python, SAS) and data modelling
• English level - C1